I needed to find the limiting distribution of the matrix
$$\pmatrix{ 0 & 0 & 1 \\ 1 & 0 & 0 \\ \frac{1}{2} & \frac{1}{2} & 0}$$
Instead of $\pi$ I'll use $A, B$ and $C$ because that might be easier to read.
To solve this, I got
$$A = B + \frac{1}{2}C$$ $$B = \frac{1}{2}C$$ $$C = A$$
Now to solve this, I ended up getting $A = C$ and I got $A = 2B$. I also need to satisfy $A + B + C = 1$. So, I said let $A = \frac{1}{4}, B = \frac{1}{2}, C = \frac{1}{4}$, which satisfies all my equations. But in the answers they say that $A = \frac{1}{5}, B = \frac{2}{5}, C = \frac{1}{5}$, which also satisfy the equations.
How did I get mine wrong? Obviously it matters what the limiting distribution is, so how am I supposed to tell which is the correct one?
Both answers are wrong...
The system of three equations can be readily rewritten as $A=2B=C$ hence the only solution such that $A+B+C=1$ is $(A,B,C)=(\frac25,\frac15,\frac25)$.
If $(A,B,C)=(\frac14,\frac12,\frac14)$ (your solution), then $A\ne2B\ne C$.
If $(A,B,C)=(\frac15,\frac25,\frac15)$ (their solution), then $A+B+C\ne1$.