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IB Mathematics: Applications and Interpretation · Statistics and Probability

Transition matrices; regular Markov chains; steady state practice questions.

27 exam-style questions on Transition matrices; regular Markov chains; steady state — topic 4.19 of Statistics and Probability in the IB Mathematics: Applications and Interpretation syllabus — with answers and explanations. Samples below; the full set is free with an account.

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About this topic

Syllabus code
4.19
Subject
IB Mathematics: Applications and Interpretation
Topic
4 · Statistics and Probability
Questions
27 with worked answers
Question types
9 multiple-choice questions · 8 fill-in-the-gap questions · 5 true/false questions · 3 flashcards · 1 diagram task · 1 structured question
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Sample questions on Transition matrices; regular Markov chains; steady state

A transition matrix T for a Markov chain has columns representing the current state. Which property must every column of T satisfy?

  • Its entries sum to 1
  • Its entries sum to 0
  • Its entries are all equal
  • Its entries multiply to 1

Answer: Its entries sum to 1

In a (column) stochastic transition matrix, each column gives the probabilities of moving from one state to all states, so its entries are non-negative and sum to 1.

A Markov chain has transition matrix T = [[0.8, 0.3], [0.2, 0.7]] with initial state vector s0 = [1, 0] (column vector). Calculate the state vector after one step, s1 = T·s0.

  • [0.3, 0.7]
  • [0.8, 0.2]
  • [0.5, 0.5]
  • [0.2, 0.8]

Answer: [0.8, 0.2]

T·[1,0]ᵀ selects the first column of T, giving [0.8, 0.2]ᵀ.

A regular Markov chain has transition matrix T = [[0.6, 0.5], [0.4, 0.5]]. Determine the steady-state (long-run) probability vector.

  • [0.5, 0.5]
  • [0.4, 0.6]
  • [5/9, 4/9]
  • [4/9, 5/9]

Answer: [5/9, 4/9]

Solving 0.6a + 0.5b = a with a + b = 1 gives 0.4a = 0.5b, so a = 5/9 and b = 4/9. Steady state ≈ [0.556, 0.444].

The long-run (steady-state) vector s of a regular Markov chain satisfies which equation?

  • Ts = 0
  • Ts = s
  • Ts = 2s
  • sᵀs = 1

Answer: Ts = s

The steady state is unchanged by another transition, so Ts = s; it is the eigenvector of T with eigenvalue 1, scaled so its entries sum to 1.

For a Markov chain with transition matrix T and initial state vector s0, the state vector after n steps is given by:

  • sn = n·T·s0
  • sn = Tⁿ·s0
  • sn = T·s0 + n
  • sn = s0ⁿ·T

Answer: sn = Tⁿ·s0

Each step multiplies by T, so after n steps the state is sn = Tⁿ·s0.

A weather model treats each day as Sunny (S) or Rainy (R). P(S tomorrow | S today) = 0.9 and P(S tomorrow | R today) = 0.6. Determine the long-run proportion of Sunny days, correct to 2 decimal places.

  • 0.75
  • 0.80
  • 0.86
  • 0.90

Answer: 0.86

Steady state: s = 0.9s + 0.6(1 − s) ⇒ s = 0.6 + 0.3s ⇒ 0.7s = 0.6 ⇒ s = 6/7 ≈ 0.857 ≈ 0.86.

That was 6 of 27 Transition matrices; regular Markov chains; steady state questions.

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