Markov Chains - Finding a Transition Matrix for Probabilities

Click For Summary

Discussion Overview

The discussion revolves around constructing a transition matrix for Markov chains based on given probabilities, particularly focusing on how to represent relative likelihoods in the matrix. Participants explore the implications of certain probabilities being more likely than others and the conditions that must be satisfied for the matrix to be valid.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant expresses difficulty in representing probabilities in a transition matrix, particularly when one event is seven times more likely than another.
  • Another participant proposes that if $a_{31}$ is the probability of transitioning from state 1 to state 3, then $a_{21}$, being seven times more likely, can be expressed as $a_{21} = 7 a_{31}$.
  • A matrix is suggested, but its structure is questioned as participants discuss the requirement that each row sums to 1.
  • One participant suggests that the column sums should add up to 1 instead, based on the condition that the particle transitions to a different state at each step.
  • There is a discussion about whether the values being calculated are probability amplitudes or actual probabilities, with a suggestion that squaring the amplitudes may be necessary for comparison.
  • Participants share their attempts to solve the system of equations derived from the matrix and express confusion over discrepancies with expected results.

Areas of Agreement / Disagreement

Participants exhibit some agreement on the need for the transition matrix to reflect certain conditions, such as the requirement for sums to equal 1. However, there is disagreement regarding whether the row or column sums should be considered, and uncertainty remains about the nature of the values being discussed (probabilities vs. probability amplitudes).

Contextual Notes

Participants note that if the particle transitions to a different state at every step, certain probabilities must be zero, leading to a system with fewer unknowns. The discussion also highlights the potential for confusion in interpreting the problem statement and the mathematical relationships involved.

Umar
Messages
36
Reaction score
0
Hi! I have a question regarding making the transition matrix for the corresponding probabilities. The main problem I feel I have here is figuring out how to represent the probabilities in the question in the transition matrix. Like if something is 7 times more likely than something else.. Any help would be appreciated.

View attachment 6432
 

Attachments

  • Screenshot (25).png
    Screenshot (25).png
    17.2 KB · Views: 139
Last edited:
Physics news on Phys.org
Umar said:
Hi! I have a question regarding making the transition matrix for the corresponding probabilities. The main problem I feel I have here is figuring out how to represent the probabilities in the question in the transition matrix. Like if something is 7 times more likely than something else.. Any help would be appreciated.

Hi Umar! ;)

If I'm not mistaken $a_{31}$ is the probability that the quantum state shifts from state 1 to state 3? (Wondering)

Then $a_{21}$ is the probability of the transition of state 1 to 2.
So if the latter is 7 times more likely then the first, that implies that $a_{21} = 7 a_{31}$.

The given statements result in:
$$A = \begin{bmatrix}
& a_{12} & a_{13} \\
7a_{31} && a_{13} \\
a_{31} &4a_{12} &
\end{bmatrix}$$
We can combine it with the fact that every row sums to $1$.
 
Last edited:
I like Serena said:
Hi Umar! ;)

If I'm not mistaken $a_{31}$ is the probability that the quantum state shifts from state 1 to state 3? (Wondering)

Then $a_{21}$ is the probability of the transition of state 1 to 2.
So if the latter is 7 times more likely then the first, that implies that $a_{21} = 7 a_{31}$.

The given statements result in:
$$A = \begin{bmatrix}
& a_{12} & a_{13} \\
7a_{31} && a_{13} \\
a_{31} &4a_{12} &
\end{bmatrix}$$
When we combine it with the fact that every row sums to $1$, we have a system of 3 equations and 3 unknowns...

Thanks for the reply! Your explanation really helped me to understand how to construct the transition matrix. So when I tried to solve the system for a31, a32 and a33, I got 1/29, 28/29 and 0 respectively. When I put this into my assignment website, I got 1/3... which I think was probably for getting the 0 right. But I don't get what mistake I could have made, because plugging in those values into the rows gives me the expected result of 1...
 
Umar said:
Thanks for the reply! Your explanation really helped me to understand how to construct the transition matrix. So when I tried to solve the system for a31, a32 and a33, I got 1/29, 28/29 and 0 respectively. When I put this into my assignment website, I got 1/3... which I think was probably for getting the 0 right. But I don't get what mistake I could have made, because plugging in those values into the rows gives me the expected result of 1...

Rereading the problem statement, I think we can deduce the following:
$$a_{11}=a_{22}=a_{33}=0$$
since it is given that the particle makes a transition to a different state at every step.
(And otherwise we wouldn't be able to solve the system, since we'd have 6 unknowns.)

Additionally, I think it's the column sum that has to add up to 1 instead of the row sum.
That's because if it's given that the particle is in state 1, then afterwards it's either in state 2 ($a_{21}$) or state 3 ($a_{31}$).
So together those should yield a probability of 1.

Finally, are we talking probability amplitudes or actual probabilities? (Wondering)
If they are probability amplitudes, perhaps we have to square them before comparing or adding?
 
I like Serena said:
Rereading the problem statement, I think we can deduce the following:
$$a_{11}=a_{22}=a_{33}=0$$
since it is given that the particle makes a transition to a different state at every step.
(And otherwise we wouldn't be able to solve the system, since we'd have 6 unknowns.)

Additionally, I think it's the column sum that has to add up to 1 instead of the row sum.
That's because if it's given that the particle is in state 1, then afterwards it's either in state 2 ($a_{21}$) or state 3 ($a_{31}$).
So together those should yield a probability of 1.

Finally, are we talking probability amplitudes or actual probabilities? (Wondering)
If they are probability amplitudes, perhaps we have to square them before comparing or adding?

Oh okay, I guess you're right with the columns having to add up to 1. I'll try that and report back what I get.
 
I like Serena said:
Rereading the problem statement, I think we can deduce the following:
$$a_{11}=a_{22}=a_{33}=0$$
since it is given that the particle makes a transition to a different state at every step.
(And otherwise we wouldn't be able to solve the system, since we'd have 6 unknowns.)

Additionally, I think it's the column sum that has to add up to 1 instead of the row sum.
That's because if it's given that the particle is in state 1, then afterwards it's either in state 2 ($a_{21}$) or state 3 ($a_{31}$).
So together those should yield a probability of 1.

Finally, are we talking probability amplitudes or actual probabilities? (Wondering)
If they are probability amplitudes, perhaps we have to square them before comparing or adding?

Hi! Just wanted to let you know that it worked, thanks for your help!
 

Similar threads

  • · Replies 24 ·
Replies
24
Views
3K
  • · Replies 12 ·
Replies
12
Views
2K
Replies
24
Views
4K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 6 ·
Replies
6
Views
3K
  • · Replies 5 ·
Replies
5
Views
4K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 17 ·
Replies
17
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 5 ·
Replies
5
Views
7K