Solving Markov Chain Problem for Proportions in Areas A, B & C

In summary, the conversation is about finding the proportion of time spent in each area A, B, and C by a person using Markov chains. The initial transition matrix is derived from a word problem involving a fox hunting in three territories, and the conversation discusses how to correctly construct the matrix and determine the steady-state probability vector.
  • #1
subopolois
86
0

Homework Statement


i have a scenario which i have to find the proportion of time spent in each area by a person using markov chains. i was given a word problem, which i have put into a matrix and the question asks what the proportion of time is spent in each area A, B and C.


Homework Equations



na

The Attempt at a Solution


i have the final matrix as:
0 0.34 0.67
0 0 0.34
1 0.34 0

im stuck at how to determine how to do this, can someone help?
 
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  • #2
Find the stationary distribution of the Markov chain (that is an eigen vector to the transition matrix)
 
  • #3
Pere Callahan said:
Find the stationary distribution of the Markov chain (that is an eigen vector to the transition matrix)

we haven't been taught eigen vectors yet
 
  • #4
subopolois said:
i have the final matrix as:
0 0.34 0.67
0 0 0.34
1 0.34 0
That is not a valid transition matrix. Each row must sum to 1.
 
  • #5
D H said:
That is not a valid transition matrix. Each row must sum to 1.

sorry, i made a typo, its:
0 0.67 0.67
0 0 0.34
1 0.33 0
 
  • #6
That's still not valid. In fact, it's worse; now the first row is also invalid. The sum of each row must be identically one. What is the word problem that led to this matrix?
 
  • #7
heres the word problem:
A fox hunts in three territories A, B and C. He
never hunts in the same territory on two successive days.
If he hunts in A, then he hunts in C the next day. If he
hunts in B or C, he is twice as likely to hunt in A the next
day as in the other territory.

i only gave the scenerio, i don't need help with the actual questions, just how to get the initial transition mtrix. its just confusing for me reading the problem and transfering it to a mathematica matrix. i am going by the examples in the textbook in terms of the rows adding up to 1, in my textbook it has the columns adding to 1
 
  • #8
Sorry for the misdirection. Your corrected matrix is fine.

Suppose the probabilities that the fox at the nth time step tn is in state A, B, or C are PA(tn), PB(tn), and PC(tn). Let P(tn) be the column vector formed from these individual state probabilities. The state probabilities at the next time step are given by the transition matrix S: P(tn+1)=S×P(tn).

The system is in steady-state if P(tn+1)=P(tn). Try to find this steady-state probability vector (the components must add to one).
 

FAQ: Solving Markov Chain Problem for Proportions in Areas A, B & C

1. What is a Markov chain problem?

A Markov chain problem is a mathematical framework used to model the probability of transitioning between different states over time. It is a stochastic process, meaning that the state of the system is determined by random chance and the probability of transitioning to a new state is dependent on the current state.

2. How is a Markov chain problem applied to proportions in areas A, B, and C?

In this context, the Markov chain problem is used to model the probability of transitioning between three different areas (A, B, and C) based on the proportion of individuals in each area. This can be useful in analyzing population dynamics or predicting the spread of a disease in different regions.

3. What information is needed to solve a Markov chain problem for proportions in areas A, B, and C?

To solve a Markov chain problem for proportions in areas A, B, and C, you will need the initial proportions of individuals in each area, as well as the transition probabilities between the areas. These transition probabilities can be determined through data analysis or expert knowledge of the system being modeled.

4. Are there any assumptions made when solving a Markov chain problem for proportions in areas A, B, and C?

Yes, there are several assumptions that are typically made when solving a Markov chain problem for proportions in areas A, B, and C. These include the assumption that the transitions between states are independent of previous states (known as the Markov property) and the assumption that the transition probabilities remain constant over time.

5. What are some real-world applications of solving Markov chain problems for proportions in areas A, B, and C?

Markov chain problems for proportions in areas A, B, and C have many practical applications, such as predicting the spread of infectious diseases in different regions, analyzing consumer behavior in different markets, and studying changes in a population's demographic composition over time.

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