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Markov Chains

If it’s sunny today, how likely is rain in three days? If customers switch phone companies every year, what share will each company have in the long run? A Markov chain models a system that moves between a few states in steps, where the chance of moving to each state depends only on the state it’s in now. Matrices make the calculations quick: one matrix multiplication moves the whole system forward one step.

A Markov chain has a set of states (for example, “sunny” and “rainy”) and, at each step, moves from its current state to another state (or stays put) with fixed probabilities. These transition probabilities depend only on the current state, not on how the system got there.

A transition diagram shows the states as circles and each possible move as an arrow labelled with its probability. The probabilities on the arrows leaving each state add up to 11.

Transition diagram with two states, Sunny and Rainy. Sunny to Sunny 0.8, Sunny to Rainy 0.2, Rainy to Sunny 0.4, Rainy to Rainy 0.6. Sunny Rainy 0.2 0.4 0.8 0.6
A weather model: a sunny day is followed by a sunny day with probability 0.80.8; a rainy day is followed by a sunny day with probability 0.40.4.

The transition matrix TT holds all the transition probabilities. This page uses the convention in the IB guide:

TijT_{ij} is the probability of moving from state jj to state ii.

So each column is a “from” state and each row is a “to” state, and each column adds up to 11. For the weather diagram, with the states in the order sunny, rainy:

T=(0.80.40.20.6)columns: from S, from Rrows: to S, to RT = \begin{pmatrix} 0.8 & 0.4 \\ 0.2 & 0.6 \end{pmatrix} \qquad \begin{matrix} \text{columns: from S, from R} \\ \text{rows: to S, to R} \end{matrix}

Some textbooks and websites use the opposite convention (rows are “from” states and rows add to 11). Their matrices are the transpose of these, and they multiply in the other order. Stick to the column convention in IB work, and label your states.

A state matrix (column vector) sns_n gives the probability of being in each state after nn steps. The initial state matrix s0s_0 describes the start. For example, “it’s sunny today” is s0=(10)s_0 = \begin{pmatrix} 1 \\ 0 \end{pmatrix}, and “there’s a 30%30\% chance of rain today” is s0=(0.70.3)s_0 = \begin{pmatrix} 0.7 \\ 0.3 \end{pmatrix}. The entries of a state matrix add up to 11. A state matrix can also hold numbers or proportions of a population (like the number of customers of each company) instead of probabilities.

To move one step forward, multiply by TT on the left: s1=Ts0s_1 = T s_0, s2=Ts1=T2s0s_2 = T s_1 = T^2 s_0, and in general

sn=Tns0s_n = T^n s_0

The entries of TnT^n are the probabilities of moving between states in exactly nn steps: (Tn)ij(T^n)_{ij} is the probability of being in state ii after nn steps, starting from state jj. Use your GDC’s matrix functions to find powers.

A Markov chain is regular if some power TkT^k has all entries positive (greater than 00). That means it’s possible to get from every state to every state in exactly kk steps.

For a regular chain, as nn gets large:

  • sns_n settles down to a steady state ss that does not depend on the initial state s0s_0
  • every column of TnT^n gets closer and closer to ss.

The steady state is the state matrix that doesn’t change when you multiply by TT:

Ts=s,with the entries of s adding to 1T s = s, \qquad \text{with the entries of } s \text{ adding to } 1

There are two ways to find it:

  1. Repeated multiplication: compute TnT^n for a large nn (like T50T^{50}) on your GDC. Each column is (approximately) the steady state.
  2. Solving equations: write Ts=sTs = s as a system of linear equations, replace one of them with “the entries add to 11”, and solve. This gives exact answers. Exam questions say when exact values are required.

In the language of eigenvalues and eigenvectors, Ts=sTs = s says that the steady state is an eigenvector of TT with eigenvalue 11, scaled so its entries add to 11.

Not every chain is regular. For T=(0110)T = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, the system just flips between the two states forever, and the powers of TT alternate between TT and the identity matrix, so they never have all entries positive.

Use the weather model in the diagram. It’s sunny on Monday.

  • (a) Write the transition matrix TT and the initial state matrix s0s_0.
  • (b) Find the probability that it is sunny on Tuesday, and on Wednesday.

Solution.

(a) With the states in the order sunny (S), rainy (R), the column for “from S” holds the probabilities 0.80.8 (to S) and 0.20.2 (to R):

T=(0.80.40.20.6),s0=(10)T = \begin{pmatrix} 0.8 & 0.4 \\ 0.2 & 0.6 \end{pmatrix}, \qquad s_0 = \begin{pmatrix} 1 \\ 0 \end{pmatrix}

Check: each column adds to 11.

(b) Tuesday is one step later:

s1=Ts0=(0.80.40.20.6)(10)=(0.80.2)s_1 = T s_0 = \begin{pmatrix} 0.8 & 0.4 \\ 0.2 & 0.6 \end{pmatrix}\begin{pmatrix} 1 \\ 0 \end{pmatrix} = \begin{pmatrix} 0.8 \\ 0.2 \end{pmatrix}

Wednesday is two steps later:

s2=Ts1=(0.8(0.8)+0.4(0.2)0.2(0.8)+0.6(0.2))=(0.720.28)s_2 = T s_1 = \begin{pmatrix} 0.8(0.8) + 0.4(0.2) \\ 0.2(0.8) + 0.6(0.2) \end{pmatrix} = \begin{pmatrix} 0.72 \\ 0.28 \end{pmatrix}

The probability that it is sunny is 0.80.8 on Tuesday and 0.720.72 on Wednesday.

Check with a tree: sunny on Wednesday happens by S → S → S or S → R → S, with probability 0.8×0.8+0.2×0.4=0.720.8 \times 0.8 + 0.2 \times 0.4 = 0.72. ✓

Example 2: Powers of the transition matrix

Section titled “Example 2: Powers of the transition matrix”

For the same weather model:

  • (a) Find T3T^3.
  • (b) It is sunny today. Find the probability that it is rainy in 33 days’ time.
  • (c) A forecaster says there’s a 50%50\% chance of sun today. Find the probability that it is sunny in 33 days’ time.

Solution.

(a) On a GDC (or by multiplying T2T^2 by TT):

T3=(0.6880.6240.3120.376)T^3 = \begin{pmatrix} 0.688 & 0.624 \\ 0.312 & 0.376 \end{pmatrix}

(b) Start in S (column 11) and end in R (row 22): (T3)21=0.312(T^3)_{21} = 0.312.

(c) s0=(0.50.5)s_0 = \begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}, so

s3=T3s0=(0.688(0.5)+0.624(0.5)0.312(0.5)+0.376(0.5))=(0.6560.344)s_3 = T^3 s_0 = \begin{pmatrix} 0.688(0.5) + 0.624(0.5) \\ 0.312(0.5) + 0.376(0.5) \end{pmatrix} = \begin{pmatrix} 0.656 \\ 0.344 \end{pmatrix}

The probability that it is sunny in 33 days is 0.6560.656.

For the weather model, find the long-term proportion of sunny days

  • (a) by repeated multiplication
  • (b) exactly, by solving a system of equations.

Solution.

(a) All entries of TT are already positive, so the chain is regular. A GDC gives

T20≈(0.6670.6670.3330.333)T^{20} \approx \begin{pmatrix} 0.667 & 0.667 \\ 0.333 & 0.333 \end{pmatrix}

Both columns are the same, so whatever the weather today, in the long run about 0.6670.667 of days are sunny.

(b) Let s=(xy)s = \begin{pmatrix} x \\ y \end{pmatrix} with Ts=sTs = s:

0.8x+0.4y=x0.2x+0.6y=y\begin{aligned} 0.8x + 0.4y &= x \\ 0.2x + 0.6y &= y \end{aligned}

Both equations simplify to 0.4y=0.2x0.4y = 0.2x, that is, x=2yx = 2y. (For a 2×22 \times 2 transition matrix the two equations always say the same thing, which is why you need the extra condition.) Now use x+y=1x + y = 1:

2y+y=1⇒y=13,x=232y + y = 1 \quad\Rightarrow\quad y = \frac{1}{3}, \quad x = \frac{2}{3} s=(2/31/3)s = \begin{pmatrix} 2/3 \\ 1/3 \end{pmatrix}

In the long run, 23\dfrac{2}{3} of days are sunny. Check: Ts=(0.8⋅23+0.4⋅130.2⋅23+0.6⋅13)=(2/31/3)T s = \begin{pmatrix} 0.8 \cdot \frac{2}{3} + 0.4 \cdot \frac{1}{3} \\ 0.2 \cdot \frac{2}{3} + 0.6 \cdot \frac{1}{3} \end{pmatrix} = \begin{pmatrix} 2/3 \\ 1/3 \end{pmatrix}. ✓

A town has three phone companies, A, B and C. Each year:

  • A keeps 85%85\% of its customers, loses 10%10\% to B and 5%5\% to C
  • B keeps 75%75\%, loses 15%15\% to A and 10%10\% to C
  • C keeps 80%80\%, loses 10%10\% to A and 10%10\% to B.

This year, the market shares are A 40%40\%, B 35%35\%, C 25%25\%, and there are 20 00020\,000 customers in total.

  • (a) Write the transition matrix.
  • (b) Find the market shares in 22 years.
  • (c) Find the long-term number of customers of each company.

Solution.

(a) Each column is a “from” company (order A, B, C):

T=(0.850.150.100.100.750.100.050.100.80)T = \begin{pmatrix} 0.85 & 0.15 & 0.10 \\ 0.10 & 0.75 & 0.10 \\ 0.05 & 0.10 & 0.80 \end{pmatrix}

Check: each column adds to 11.

(b) s0=(0.400.350.25)s_0 = \begin{pmatrix} 0.40 \\ 0.35 \\ 0.25 \end{pmatrix}, and a GDC gives

s2=T2s0=(0.42950.3128750.257625)s_2 = T^2 s_0 = \begin{pmatrix} 0.4295 \\ 0.312875 \\ 0.257625 \end{pmatrix}

In 22 years: A 43.0%43.0\%, B 31.3%31.3\%, C 25.8%25.8\% (to 3 s.f.).

(c) Every entry of TT is positive, so the chain is regular and has a steady state s=(abc)s = \begin{pmatrix} a \\ b \\ c \end{pmatrix}. From Ts=sTs = s, the first two equations are

0.85a+0.15b+0.10c=a⇒  −0.15a+0.15b+0.10c=00.10a+0.75b+0.10c=b⇒  0.10a−0.25b+0.10c=0\begin{aligned} 0.85a + 0.15b + 0.10c &= a &&\Rightarrow\; -0.15a + 0.15b + 0.10c = 0 \\ 0.10a + 0.75b + 0.10c &= b &&\Rightarrow\; 0.10a - 0.25b + 0.10c = 0 \end{aligned}

Replace the third with a+b+c=1a + b + c = 1 and solve the system on a GDC:

a=1635≈0.457,b=27≈0.286,c=935≈0.257a = \frac{16}{35} \approx 0.457, \qquad b = \frac{2}{7} \approx 0.286, \qquad c = \frac{9}{35} \approx 0.257

(Repeated multiplication agrees: every column of T50T^{50} is 0.457,0.286,0.2570.457, 0.286, 0.257 to 3 s.f.)

Long-term customers, using the exact fractions:

A: 1635×20 000≈9143,B: 27×20 000≈5714,C: 935×20 000≈5143\text{A: } \frac{16}{35} \times 20\,000 \approx 9143, \qquad \text{B: } \frac{2}{7} \times 20\,000 \approx 5714, \qquad \text{C: } \frac{9}{35} \times 20\,000 \approx 5143

(to the nearest customer; check: 9143+5714+5143=20 0009143 + 5714 + 5143 = 20\,000).

Putting the probabilities in rows instead of columns. In the IB convention, TijT_{ij} is the probability of going from jj to ii, so each column adds to 11. If your rows add to 11 and your columns don’t, you’ve built the transpose.

Multiplying in the wrong order. It’s sn=Tns0s_{n} = T^n s_0, with the state matrix on the right. s0Ts_0 T isn’t even defined for a column vector s0s_0.

Computing T to the power n incorrectly. T3T^3 means T×T×TT \times T \times T as matrices, not cubing each entry. Use your GDC’s matrix power.

Forgetting the “adds to 1” equation. The equations from Ts=sTs = s alone always have infinitely many solutions (any multiple of ss works). You need x+y=1x + y = 1 (or a+b+c=1a + b + c = 1) to pin down the steady state.

Assuming every chain has a steady state that ignores the start. That’s guaranteed for regular chains. Check that some power of TT has all entries positive.

Giving long-term numbers as unrounded decimals. If the state matrix counts people or objects, round the final answers sensibly (like 91439143 customers) and check that they add to the total.

1. (Warm-up) Using the IB column convention, which of these could be transition matrices? Explain.

A=(0.30.60.70.4),B=(0.50.50.40.6),C=(1.20−0.21)A = \begin{pmatrix} 0.3 & 0.6 \\ 0.7 & 0.4 \end{pmatrix}, \quad B = \begin{pmatrix} 0.5 & 0.5 \\ 0.4 & 0.6 \end{pmatrix}, \quad C = \begin{pmatrix} 1.2 & 0 \\ -0.2 & 1 \end{pmatrix}
Solution

AA: yes. All entries are between 00 and 11, and each column adds to 11 (0.3+0.7=10.3 + 0.7 = 1, 0.6+0.4=10.6 + 0.4 = 1).

BB: no. Its columns add to 0.90.9 and 1.11.1. (Its rows add to 11, so it would be a transition matrix in the other, row convention; its transpose is a valid IB transition matrix.)

CC: no. Entries are probabilities, so they can’t be negative or greater than 11.

2. (Warm-up) If Ana goes to the gym one day, the probability that she goes the next day is 0.70.7. If she doesn’t go one day, the probability that she goes the next day is 0.40.4. Today there’s a 50%50\% chance she goes.

  • (a) Write the transition matrix, with states in the order “gym”, “no gym”.
  • (b) Find the probability that she goes to the gym tomorrow.
Solution

(a)

T=(0.70.40.30.6)T = \begin{pmatrix} 0.7 & 0.4 \\ 0.3 & 0.6 \end{pmatrix}

(b)

s1=(0.70.40.30.6)(0.50.5)=(0.35+0.20.15+0.3)=(0.550.45)s_1 = \begin{pmatrix} 0.7 & 0.4 \\ 0.3 & 0.6 \end{pmatrix}\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix} = \begin{pmatrix} 0.35 + 0.2 \\ 0.15 + 0.3 \end{pmatrix} = \begin{pmatrix} 0.55 \\ 0.45 \end{pmatrix}

The probability is 0.550.55.

3. (Core) A student travels to school by bus (B), bicycle (C) or car (D). Each day:

  • after taking the bus, she takes the bus again with probability 0.60.6, cycles with probability 0.10.1, and goes by car with probability 0.30.3
  • after cycling, she takes the bus with probability 0.20.2, cycles with probability 0.70.7, and goes by car with probability 0.10.1
  • after going by car, she takes the bus with probability 0.30.3, cycles with probability 0.10.1, and goes by car with probability 0.60.6.

She cycled today. Find the probability of each way of travelling in 22 days’ time.

Solution

With states in the order B, C, D:

T=(0.60.20.30.10.70.10.30.10.6),s0=(010)T = \begin{pmatrix} 0.6 & 0.2 & 0.3 \\ 0.1 & 0.7 & 0.1 \\ 0.3 & 0.1 & 0.6 \end{pmatrix}, \qquad s_0 = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}

s1=Ts0s_1 = T s_0 is the second column of TT: (0.20.70.1)\begin{pmatrix} 0.2 \\ 0.7 \\ 0.1 \end{pmatrix}. Then

s2=Ts1=(0.6(0.2)+0.2(0.7)+0.3(0.1)0.1(0.2)+0.7(0.7)+0.1(0.1)0.3(0.2)+0.1(0.7)+0.6(0.1))=(0.290.520.19)s_2 = T s_1 = \begin{pmatrix} 0.6(0.2) + 0.2(0.7) + 0.3(0.1) \\ 0.1(0.2) + 0.7(0.7) + 0.1(0.1) \\ 0.3(0.2) + 0.1(0.7) + 0.6(0.1) \end{pmatrix} = \begin{pmatrix} 0.29 \\ 0.52 \\ 0.19 \end{pmatrix}

Bus 0.290.29, bicycle 0.520.52, car 0.190.19. (Check: 0.29+0.52+0.19=10.29 + 0.52 + 0.19 = 1.)

4. (Core) For the weather model T=(0.80.40.20.6)T = \begin{pmatrix} 0.8 & 0.4 \\ 0.2 & 0.6 \end{pmatrix} (order sunny, rainy), it is rainy today. Find the probability that it is sunny in 55 days’ time.

Solution

On a GDC:

T5=(0.670080.659840.329920.34016)T^5 = \begin{pmatrix} 0.67008 & 0.65984 \\ 0.32992 & 0.34016 \end{pmatrix}

Start in R (column 22), end in S (row 11): (T5)12=0.65984=0.660(T^5)_{12} = 0.65984 = 0.660 (to 3 s.f.).

Notice that this is already close to the long-term value 23\dfrac{2}{3} from Example 3.

5. (Core) A Markov chain has transition matrix T=(0.70.20.30.8)T = \begin{pmatrix} 0.7 & 0.2 \\ 0.3 & 0.8 \end{pmatrix}. Find the exact steady-state matrix.

Solution

Let s=(xy)s = \begin{pmatrix} x \\ y \end{pmatrix}. From the first row of Ts=sTs = s:

0.7x+0.2y=x⇒0.2y=0.3x⇒y=1.5x0.7x + 0.2y = x \quad\Rightarrow\quad 0.2y = 0.3x \quad\Rightarrow\quad y = 1.5x

With x+y=1x + y = 1: x+1.5x=1x + 1.5x = 1, so x=0.4x = 0.4 and y=0.6y = 0.6.

s=(0.40.6)s = \begin{pmatrix} 0.4 \\ 0.6 \end{pmatrix}

Check: 0.7(0.4)+0.2(0.6)=0.28+0.12=0.40.7(0.4) + 0.2(0.6) = 0.28 + 0.12 = 0.4 ✓ and 0.3(0.4)+0.8(0.6)=0.12+0.48=0.60.3(0.4) + 0.8(0.6) = 0.12 + 0.48 = 0.6 ✓.

6. (Core) A bike-share scheme has 300300 bikes at three stations, X, Y and Z. Each day, the bikes move according to

T=(0.50.20.30.30.60.20.20.20.5)T = \begin{pmatrix} 0.5 & 0.2 & 0.3 \\ 0.3 & 0.6 & 0.2 \\ 0.2 & 0.2 & 0.5 \end{pmatrix}

(order X, Y, Z; for example, 30%30\% of the bikes at X end the day at Y).

  • (a) There are 100100 bikes at each station this morning. How many will be at each station tomorrow morning?
  • (b) In the long run, about how many bikes will be at each station?
Solution

(a)

T(100100100)=(50+20+3030+60+2020+20+50)=(10011090)T\begin{pmatrix} 100 \\ 100 \\ 100 \end{pmatrix} = \begin{pmatrix} 50 + 20 + 30 \\ 30 + 60 + 20 \\ 20 + 20 + 50 \end{pmatrix} = \begin{pmatrix} 100 \\ 110 \\ 90 \end{pmatrix}

X: 100100, Y: 110110, Z: 9090.

(b) Every entry of TT is positive, so the chain is regular. Solve Ts=sTs = s with a+b+c=1a + b + c = 1:

−0.5a+0.2b+0.3c=00.3a−0.4b+0.2c=0a+b+c=1\begin{aligned} -0.5a + 0.2b + 0.3c &= 0 \\ 0.3a - 0.4b + 0.2c &= 0 \\ a + b + c &= 1 \end{aligned}

A GDC gives a=1649a = \dfrac{16}{49}, b=1949b = \dfrac{19}{49}, c=27c = \dfrac{2}{7}. Multiplying by 300300: X ≈97.96\approx 97.96, Y ≈116.3\approx 116.3, Z ≈85.71\approx 85.71.

In the long run there will be about 9898 bikes at X, 116116 at Y and 8686 at Z.

7. (Core) Decide whether each transition matrix is regular. Explain.

A=(00.510.5),B=(10.300.7),C=(001100010)A = \begin{pmatrix} 0 & 0.5 \\ 1 & 0.5 \end{pmatrix}, \quad B = \begin{pmatrix} 1 & 0.3 \\ 0 & 0.7 \end{pmatrix}, \quad C = \begin{pmatrix} 0 & 0 & 1 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \end{pmatrix}
Solution

AA: regular. A2=(0.50.250.50.75)A^2 = \begin{pmatrix} 0.5 & 0.25 \\ 0.5 & 0.75 \end{pmatrix} has all entries positive.

BB: not regular. Once the chain is in state 11 it never leaves (column 11 is (10)\begin{pmatrix} 1 \\ 0 \end{pmatrix}), so the bottom-left entry of every power BnB^n is 00. For example, B2=(10.5100.49)B^2 = \begin{pmatrix} 1 & 0.51 \\ 0 & 0.49 \end{pmatrix}.

CC: not regular. The chain moves around the cycle 1→2→3→11 \to 2 \to 3 \to 1 with certainty. Its powers are C2=(010001100)C^2 = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}, C3=IC^3 = I, C4=CC^4 = C, and so on, and each of these has zeros.

8. (Challenge) A two-state Markov chain has transition matrix T=(1−a0.3a0.7)T = \begin{pmatrix} 1 - a & 0.3 \\ a & 0.7 \end{pmatrix}, where 0<a<10 \lt a \lt 1. Its steady state is (0.60.4)\begin{pmatrix} 0.6 \\ 0.4 \end{pmatrix}. Find aa.

Solution

The steady state satisfies Ts=sTs = s. The first row gives

(1−a)(0.6)+0.3(0.4)=0.60.6−0.6a+0.12=0.60.6a=0.12a=0.2\begin{aligned} (1 - a)(0.6) + 0.3(0.4) &= 0.6 \\ 0.6 - 0.6a + 0.12 &= 0.6 \\ 0.6a &= 0.12 \\ a &= 0.2 \end{aligned}

Check with the second row: 0.2(0.6)+0.7(0.4)=0.12+0.28=0.40.2(0.6) + 0.7(0.4) = 0.12 + 0.28 = 0.4. ✓

9. (Challenge) For the weather model T=(0.80.40.20.6)T = \begin{pmatrix} 0.8 & 0.4 \\ 0.2 & 0.6 \end{pmatrix}:

  • (a) Find the eigenvalues of TT.
  • (b) Show that (21)\begin{pmatrix} 2 \\ 1 \end{pmatrix} is an eigenvector for the eigenvalue 11, and explain how it gives the steady state.
  • (c) Use the other eigenvalue to explain why the columns of TnT^n get close to the steady state quickly.
Solution

(a) Solve det⁡(T−λI)=0\det(T - \lambda I) = 0:

(0.8−λ)(0.6−λ)−(0.4)(0.2)=0λ2−1.4λ+0.48−0.08=0λ2−1.4λ+0.4=0(λ−1)(λ−0.4)=0\begin{aligned} (0.8 - \lambda)(0.6 - \lambda) - (0.4)(0.2) &= 0 \\ \lambda^2 - 1.4\lambda + 0.48 - 0.08 &= 0 \\ \lambda^2 - 1.4\lambda + 0.4 &= 0 \\ (\lambda - 1)(\lambda - 0.4) &= 0 \end{aligned}

So λ=1\lambda = 1 or λ=0.4\lambda = 0.4.

(b)

T(21)=(1.6+0.40.4+0.6)=(21)=1(21)T\begin{pmatrix} 2 \\ 1 \end{pmatrix} = \begin{pmatrix} 1.6 + 0.4 \\ 0.4 + 0.6 \end{pmatrix} = \begin{pmatrix} 2 \\ 1 \end{pmatrix} = 1 \begin{pmatrix} 2 \\ 1 \end{pmatrix}

so it is an eigenvector with eigenvalue 11. Any multiple of it satisfies Ts=sTs = s; scaling so the entries add to 11 (divide by 2+1=32 + 1 = 3) gives the steady state (2/31/3)\begin{pmatrix} 2/3 \\ 1/3 \end{pmatrix}, as in Example 3.

(c) Any initial state can be written as the steady state plus a multiple of the eigenvector for λ=0.4\lambda = 0.4. Each step multiplies that second part by 0.40.4, so after nn steps it has been multiplied by 0.4n0.4^n, which shrinks to 00 fast (for example, 0.45≈0.010.4^5 \approx 0.01). What’s left is the steady state. That’s why T5T^5 in question 4 was already within about 0.010.01 of 23\dfrac{2}{3}.