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Date May Example question Marks available 4 Reference code EXM.1.AHL.TZ0.18
Level Additional Higher Level Paper Paper 1 Time zone Time zone 0
Command term Show that and Find Question number 18 Adapted from N/A

Question

2 × 2  transition matrix for a Markov chain will have the form M = ( a 1 b 1 a b ) , 0 < a < 1 , 0 < b < 1 .

Show that  λ = 1  is always an eigenvalue for M and find the other eigenvalue in terms of a and b .

[4]
a.

Find the steady state probability vector for M in terms of a and b .

[5]
b.

Markscheme

| a λ 1 b 1 a b λ | = 0 ( a λ ) ( b λ ) ( 1 b ) ( 1 a ) = 0         M1A1

λ 2 ( a + b ) λ + a + b 1 = 0 ( λ 1 ) ( λ + ( 1 a b ) ) = 0          A1

λ = 1 or λ = a + b 1          AGA1

[4 marks]

a.

( a 1 b 1 a b ) ( p 1 p ) = ( p 1 p ) a p + 1 b p + b p = p        M1A1

1 b = ( 2 a b ) p p = 1 b 2 a b          M1

So vector is  ( 1 b 2 a b 1 a 2 a b )          A1A1

[5 marks]

b.

Examiners report

[N/A]
a.
[N/A]
b.

Syllabus sections

Topic 4—Statistics and probability » AHL 4.19—Transition matrices – Markov chains
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Topic 4—Statistics and probability

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