1. Choose the rules
Applied system: Mixing
2. Follow the distribution
Total probability: —. Displayed percentages are rounded to four decimal places.
Before the first transition
Step 0 is the distribution you supplied. Move to step 1 or later to see the incoming contributions.
| Previous state | To A | To B | To C |
|---|---|---|---|
| Next probability |
See all 31 distributions
| Step | State A | State B | State C |
|---|
3. Keep an observation or learn the course
The observation file records the applied transition table, initial distribution, selected step and all computed values. The course is a separate, original fourteen-question lesson for RecallWeave.
Open RecallWeave, choose the downloaded course under Bring your own lesson, inspect its preview, then select Start this deck. The lesson opens in that page; this explorer stays a separate activity. When using a copied explorer by itself, open your existing RecallWeave file separately.
Try, explain, compare
A rule for each state, a distribution for the whole system
A transition row is conditional: it answers where the system goes next given its current state. A distribution says how likely the current states are. To find the next distribution, multiply each row by that state's current probability, then add the incoming contributions by column.
- Trace one calculation. Choose Mixing and move to step 2. The previous distribution is 60%, 20%, 20%. The contributions to A are 36%, 8%, 8%, which total 52%. A single A → B → C path has probability 2%; being in C after two steps includes other paths and has probability 24%.
- Separate stationarity from a motionless path. Choose Alternating. All in A switches between 100/0/0 and 0/50/50. Apply 50/25/25: the distribution is now stationary, even though the transition matrix makes every individual path change state at each step.
- Ask what the initial distribution changes. Choose Two closed states. All in C reaches 40/60/0 after one step; All in A stays in A. The same matrix can have more than one stationary distribution.
For a finite irreducible chain, a stationary distribution is unique. Adding aperiodicity guarantees convergence to it from every initial distribution. Irreducibility alone does not guarantee convergence, as the Alternating example shows. These are sufficient conditions; a reducible chain can also have a unique stationary distribution, as Absorbing A does.
The editable systems use three states, fixed transition rules, whole percentages and a 30-step horizon. Computation uses JavaScript binary64 arithmetic. Neither a finite plot nor rounded labels prove an exact limiting result. An absorbing state has a 100% self-transition; that fact alone does not show that other states can reach it.
Mathematical references and teaching notes
The questions, numbers and explanations are original. The following primary lecture notes support the standard definitions and theorems. These optional external links need an internet connection; the explorer and course do not.
- MIT 6.436J, Lecture 21: Markov chains — transition convention, probability flow and stationarity.
- Hao Wu, MIT 18.445, Lecture 2 — irreducibility, stationary distributions and period.
- Hao Wu, MIT 18.445, Lecture 4 — convergence for finite irreducible aperiodic chains.
Course guide and worked checks accompanies this page in the source repository.