Example 3 for Markov Chain -《双态机-Two-state machine》

这篇博客探讨了一个有两个状态(上、下)的机器,其状态转移基于概率a和b。当机器在第n天处于上状态,下一天变为下状态的概率是a;处于下状态,下一天变为上状态的概率是b。博客通过状态转换图和矩阵展示了如何分析这个双态机的N步转移,并讨论了在不同条件下的平稳分布计算方法。
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Consider a machine that has two state, i.e., up and down. The probability of it is down on day n+1 when it is up on day n is a,  The probability of it is up on day n+1 when it is down on day n is b, where both a and b range in [0,1], and both are independent often past. Let Xn be the state of the machine(0 if it is up, and 1 if it is down).

Then we can plot the state transition diagram as follows:


The one-step and n-st

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