Markov chain, sum of N dice rolls

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Discussion Overview

The discussion revolves around the properties of a Markov chain defined by the maximum score obtained after a series of dice rolls. Participants explore the formulation of the transition matrix and clarify the interpretation of the state of the process.

Discussion Character

  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions whether the states should represent the sum of the dice rolls, suggesting instead that the maximum score after n rolls should be considered.
  • Another participant confirms that the state on the nth roll is indeed the maximum of the previous rolls, providing an example with specific dice outcomes.
  • A participant proposes that the transition matrix is an upper triangular matrix with specific diagonal entries representing probabilities.
  • Another participant corrects the terminology regarding the transition matrix, stating that while one can raise the transition matrix to a power to compute states, the matrix itself does not depend on n.
  • There is agreement on the diagonal entries of the transition matrix being correct as proposed.

Areas of Agreement / Disagreement

Participants generally agree on the interpretation of the maximum score as the state of the process, but there is some disagreement regarding the terminology and the dependence of the transition matrix on n.

Contextual Notes

There are unresolved aspects regarding the formal definition of the transition matrix and its relationship to the number of rolls, as well as the implications of using an upper triangular matrix in this context.

simba_
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Question : Let Xn be the maximum score obtained after n throws of a fair dice

a) Prove that Xn is a markov chain and write down the transition matrix

Im having a problem starting the transition matrix

im assuming the states are meant to be the sum. then do you write out the transition matrix for the first 2 throws and have this matrix to the power of n-1?
 
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simba_ said:
im assuming the states are meant to be the sum

I suppose if you are studying markov chains with an infinite number of states, you could try interpreting "maximum score" to mean some sort of sum. However, it seems to me that the problem intends the state of the process on the nth roll to be max \{ R_1,R_2,...R_n\} and not R_1 + R_2 + ... + R_n. So if make 3 rolls and they are {3,5,4} the state of the process is X_3 = 5
 
Thanks for your reply, that makes sense.

So the transition matrix is an upper triangular matrix to the power of n-1 with the diagonal entries 1/6, 2/6, 3/6, 4/6, 5/6, 6/6 respectively?
 
simba_ said:
So the transition matrix is an upper triangular matrix to the power of n-1
That is incorrect terminology. To compute things about the state at step n in the process, one may raise the transition matrix to a power, but the transition matrix itself, in simple examples, is not a function of n.

with the diagonal entries 1/6, 2/6, 3/6, 4/6, 5/6, 6/6 respectively?

Yes.
 
Thank you for your help
 

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