Markov chain on state {1, 2, 3, 4, 5, 6 , 7}

In summary, the conversation discusses a programming project and the need for help. The problem involves a diagram represented by a transition matrix and finding the long-term behavior by looking at ##\lim_{n \to \infty}A^n##. The distribution of the number of times the chain returns to state 1 is geometric with a parameter of 1/4. The question asks for the fraction of time the chain spends in state 3 and requires showing an attempt to simplify the state diagram.
  • #1
Janji
5
0
Member warned that some effort must be shown
Homework Statement
Let's suppose the chain starts at state 1. The distribution of the number of times that the chain returns to state 1 is geometric and the parameter would be 1/4.
Relevant Equations
In the long run, what fraction of the time does the chain spend in state 3?
I need this for a programming project. Could you help?
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  • #2
What have you tried? What do you mean formally with "in the long run"?
 
  • #3
Math_QED said:
What have you tried? What do you mean formally with "in the long run"?
In the long run (n→∞):
 
  • #4
Janji said:
Homework Statement:: Let's suppose the chain starts at state 1. The distribution of the number of times that the chain returns to state 1 is geometric and the parameter would be 1/4.
Relevant Equations:: In the long run, what fraction of the time does the chain spend in state 3?

I need this for a programming project. Could you help?View attachment 260957
The diagram can be represented by a transition matrix. For this problem it is a 6 x 6 sparse matrix; i.e., most of the entries are 0 since many transitions aren't defined. To find the long-term behavior, you look at ##\lim_{n \to \infty}A^n##, where A is the transition matrix.

Janji said:
The distribution of the number of times that the chain returns to state 1 is geometric and the parameter would be 1/4.
It's been many years since I've done problems like this -- I don't know how this information fits into the problem.
 
  • #5
Janji said:
The distribution of the number of times that the chain returns to state 1 is geometric and the parameter would be 1/4.
Is that given or something to be proved? If given it would seem redundant - all the info is in the initial state and the diagram.
Janji said:
In the long run, what fraction of the time does the chain spend in state 3?
You must show some attempt.
Can you see how simplify the state diagram in respect of this question?
 

1. What is a Markov chain?

A Markov chain is a mathematical model used to describe the transition of a system from one state to another over a series of discrete time steps. It is based on the principle of memorylessness, meaning that the probability of transitioning to a particular state at any given time depends only on the current state and not on any previous states.

2. What are the states in a Markov chain on {1, 2, 3, 4, 5, 6, 7}?

The states in this Markov chain are the numbers 1, 2, 3, 4, 5, 6, and 7. Each state represents a possible condition or outcome of the system at a given time step.

3. How are transition probabilities determined in a Markov chain?

Transition probabilities in a Markov chain are determined by observing the system and calculating the probability of transitioning from one state to another based on the observed data. These probabilities can also be estimated using statistical methods.

4. What is the importance of the initial state in a Markov chain?

The initial state in a Markov chain is important because it determines the starting point of the system and can greatly influence the future states. The initial state also helps to determine the long-term behavior of the system.

5. How is a Markov chain used in scientific research?

A Markov chain is used in scientific research to model and analyze various systems, such as biological processes, financial systems, and weather patterns. It can also be used to make predictions and inform decision-making in various fields, including economics, engineering, and biology.

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