Stochastic Process - Creating a Probability Transition Matrix

In summary: For example, the first row represents the probabilities when there are 0 diseased individuals and 0 healthy individuals at the beginning of the period.In summary, we can create a transition probability matrix that takes into account the population size and the transition from one period to the next by considering the probabilities of each possible outcome for the two selected individuals in each period.
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Homework Statement



The total population size is N = 5, of which some are diseased and the rest are healthy. During any single period of time, two people are selected at random from the population and assumed to interact. The selection is such that an encounter between any pair of individuals is independent of any other pair. If one of the persons is diseased and the other isn't, the with probability 0.1 the disease is transmitted to the healthy person. Otherwise, no disease is transmitted. Let denote the number of diseased people in the population at the end of the nth period. Find the transition probability matrix.

Homework Equations





The Attempt at a Solution



I did the TPM for two people from the population:

H ~ Healthy Person D ~ Diseased person

[tex]\begin{bmatrix}0.9 & 0.1\\ 0 & 1\end{bmatrix}[/tex]

The columns are (H,D) and the rows are (H,D)'

But I'm not sure how to account for the N=5 population
 
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size and the transition from one period to the next. Can someone help me with this?

Thank you for your question. In order to account for the population size and the transition from one period to the next, we need to consider the probability of each possible outcome for the two selected individuals in each period.

Let's denote the number of diseased individuals in the population at the beginning of the nth period as D(n) and the number of healthy individuals as H(n). We can then create a transition probability matrix that takes into account the population size and the transition from one period to the next as follows:

\begin{bmatrix}P(D(n+1)=0|D(n)=0, H(n)=0) & P(D(n+1)=1|D(n)=0, H(n)=0) & P(D(n+1)=2|D(n)=0, H(n)=0) \\ P(D(n+1)=0|D(n)=1, H(n)=0) & P(D(n+1)=1|D(n)=1, H(n)=0) & P(D(n+1)=2|D(n)=1, H(n)=0) \\ P(D(n+1)=0|D(n)=2, H(n)=0) & P(D(n+1)=1|D(n)=2, H(n)=0) & P(D(n+1)=2|D(n)=2, H(n)=0) \\ P(D(n+1)=0|D(n)=0, H(n)=1) & P(D(n+1)=1|D(n)=0, H(n)=1) & P(D(n+1)=2|D(n)=0, H(n)=1) \\ P(D(n+1)=0|D(n)=1, H(n)=1) & P(D(n+1)=1|D(n)=1, H(n)=1) & P(D(n+1)=2|D(n)=1, H(n)=1) \\ P(D(n+1)=0|D(n)=2, H(n)=1) & P(D(n+1)=1|D(n)=2, H(n)=1) & P(D(n+1)=2|D(n)=2, H(n)=1) \end{bmatrix}

Note that the rows and columns represent the possible combinations of diseased and healthy individuals at the beginning and
 

1. What is a stochastic process?

A stochastic process is a mathematical model that describes the evolution of a system over time in a probabilistic manner. It is used to predict the future behavior of a system based on its current state and the probabilities of various outcomes.

2. What is a probability transition matrix?

A probability transition matrix is a way to represent the probabilities of moving from one state to another in a stochastic process. It is a square matrix where the rows and columns represent the states of the system, and the values in each cell represent the probability of transitioning from one state to another.

3. How is a probability transition matrix created?

A probability transition matrix is created by first determining the possible states of the system and assigning each state a row and column in the matrix. Then, the probabilities of transitioning from one state to another are calculated and inserted into the corresponding cells in the matrix. The sum of each row in the matrix should equal 1, representing the total probability of moving from one state to any other state.

4. What is the importance of a probability transition matrix in stochastic processes?

A probability transition matrix is important because it allows us to model and analyze the behavior of a system over time in a probabilistic manner. It helps us understand how the system evolves and predict its future behavior based on the probabilities of different outcomes.

5. Can a probability transition matrix be used for continuous time stochastic processes?

Yes, a probability transition matrix can be used for both discrete and continuous time stochastic processes. However, for continuous time processes, the matrix may need to be converted into a differential equation or a transition rate matrix to accurately model the system's behavior.

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