wiki uses this example to illustrate Markov chains.

The probabilities of weather conditions (modeled as either rainy or sunny), given the weather on the preceding day, can be represented by a transition matrix:

${\displaystyle P={\begin{bmatrix}0.9&0.1\\0.5&0.5\end{bmatrix}}}$

The matrix P represents the weather model in which a sunny day is 90% likely to be followed by another sunny day, and a rainy day is 50% likely to be followed by another rainy day. The columns can be labelled "sunny" and "rainy", and the rows can be labelled in the same order.

The weather on day 1 is known to be sunny. This is represented by a vector in which the "sunny" entry is 100%, and the "rainy" entry is 0%:

${\displaystyle \mathbf {x} ^{(0)}={\begin{bmatrix}1&0\end{bmatrix}}}$

for day n + 1(Note: the original value on wiki is n, which seems to be incorrect)

${\mathbf {x}}^{{(n)}}={\mathbf {x}}^{{(0)}}P^{n}$

The superscript (n) is an index, and not an exponent.

In the particular case, the state space of the chain is {rainy , sunny}

how many Markov chains are there respectively on day1, day2 and day3?

for example, on day1

${\displaystyle \Pr(X_0=sunny) = 1,}$ ${\displaystyle \Pr(X_0=rainy) = 0,}$ how many Markov chains are there on day1, 1 or 2?

how many Markov chains are there on day2 and day3 respectively?

  • $\begingroup$ are you wanting to know how many sequence-permutations to expect depending on how long the chain is? $\endgroup$ – ReneBt Aug 5 at 12:57
  • $\begingroup$ @ReneBt Yes. and how to compute how long. does day 1 count 1 or 0? $\endgroup$ – fu DL Aug 5 at 14:11
  • $\begingroup$ Your question is worded that day 1 is non-probabilistic, but would you always want to start the chain on a sunny day or will you sometimes start it on a rainy day with some probability of occurrence? That would influence how you count day 1 and determine possible permutations. $\endgroup$ – ReneBt Aug 5 at 15:26
  • $\begingroup$ @ReneBt Your comments is very helpful! To make things unambiguous, I would like to have the chain always start with a sunny day (day 1 is non-probabilistic), day 2 and next are probabilistic. $\endgroup$ – fu DL Aug 5 at 22:38

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