Validate a transition model
A transition matrix uses columns for current states and rows for next states. Validate the model conditions first, then test regularity using a positive power rather than inspecting only T.
- Read columns as current states Column j gives the proportions moving from current state j to each next state \(\displaystyle \sum_{i=1}^{3}t_{i1}=\frac{1}{2}+\frac{1}{2}+0=1\)
- Check non-negative entries Every transition proportion must be at least zero \(\displaystyle t_{ij}\ge 0\)
- Use the current state only A one-step model must determine the next state from the current state, not from an earlier state \(\displaystyle S_{n+1}=T S_n\)
- Test a positive power A matrix is regular when some positive power has every entry strictly greater than zero \(\displaystyle T=\begin{pmatrix}\frac{1}{2}&\frac{1}{2}&0\\ \frac{1}{2}&0&\frac{1}{2}\\ 0&\frac{1}{2}&\frac{1}{2}\end{pmatrix},\quad T^2=\begin{pmatrix}\frac{1}{2}&\frac{1}{4}&\frac{1}{4}\\ \frac{1}{4}&\frac{1}{2}&\frac{1}{4}\\ \frac{1}{4}&\frac{1}{4}&\frac{1}{2}\end{pmatrix}>0\)
Worked example
A proposed transition model has three states in the order A, B, C. Each column represents a current state and each row represents a next state. Decide whether it is a fixed-population one-step model and whether it is regular
- \(\displaystyle \frac{1}{2}+\frac{1}{2}+0=1,\quad \frac{1}{2}+0+\frac{1}{2}=1,\quad 0+\frac{1}{2}+\frac{1}{2}=1\)All entries are non-negative and the three current-state columns each total 1, so the matrix conditions hold
- \(\displaystyle \left(T^2\right)_{3,1}=0\times\frac{1}{2}+\frac{1}{2}\times\frac{1}{2}+\frac{1}{2}\times 0=\frac{1}{4}\)The entry in row 3, column 1 is found by multiplying row 3 of T by column 1 of T.
- \(\displaystyle T^2=\begin{pmatrix}\frac{1}{2}&\frac{1}{4}&\frac{1}{4}\\ \frac{1}{4}&\frac{1}{2}&\frac{1}{4}\\ \frac{1}{4}&\frac{1}{4}&\frac{1}{2}\end{pmatrix}\)Every entry of this second power is strictly positive
- \(\displaystyle \left(T^2\right)_{ij}>0\text{ for all }1\le i,j\le 3\quad\Rightarrow\quad T\text{ is regular}\)The model is valid, and a positive power with every entry strictly positive establishes regularity
Common mistakes
Difficulty levels
Questions about this topic
Why must the columns of a transition matrix total 1?+
Each column gives the proportions leaving one current state. The proportions must account for the whole population, so they are non-negative and sum to 1.
Can a transition matrix with a zero entry still be regular?+
Yes. Regularity depends on some positive power of the matrix having every entry strictly positive. A zero in T can disappear when transitions are combined
Why is reachability alone not enough to prove regularity?+
A strongly connected cycle can return to a state only at selected step counts, leaving zeros in every individual power. Regularity needs one positive power with no zero entries
Can I use a calculator?+
A calculator is allowed unless a question is marked no calculator
Which year level and chapter is this?+
Year 12, VCE Units 3 & 4, General Mathematics, chapter 11: Transition matrices