Consider a random walk over 3 webpages, 1, 2, 3. At any step, if the person is at webpage 1, then with probability 1/6, she will go to webpage 2, and with probability 1/6, she will go to webpage 3. If the person is at webpage 2, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 3. If the person is at webpage 3, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 2. Let X, be the webpage the person is browsing at time t, and let us assume she starts from webpage 1 at time 0, i.e., Xo = 1. (1) Let Kij = P(X4+1 = j|Xt = i). Let K = (Kij) be the 3 x 3 transition matrix. Write down K. %3D %3D (2) Let p = P(X, = i). Let p = (p,i = 1,2,3) be the row vector. Calculate p) for t = 1,2,3 using vector matrix multiplication. (3) Let 7, be the stationary distribution at webpage i, so that z, Kij. Let a (7, i = 1,2,3) be the row vector. Then 7 = #K. Given K, solve a from this equation. Is p(3) close to n? (4) Based on the above calculations, answer the following questions. Suppose there are 1 million people doing the above random walk independently, and suppose they all start from webpage 1 at time t = 0. Then on average, what is the distribution of these 1 million people for t = 1,2,3? What is the stationary distribution of these 1 million people? Which page is the most popular?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Consider a random walk over 3 webpages, 1, 2, 3. At any step, if the person is at webpage
1, then with probability 1/6, she will go to webpage 2, and with probability 1/6, she will go to
webpage 3. If the person is at webpage 2, then with probability 1/2, she will go to webpage 1, and
with probability 1/2, she will go to webpage 3. If the person is at webpage 3, then with probability
1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 2.
Let X, be the webpage the person is browsing at time t, and let us assume she starts from
webpage 1 at time 0, i.e., Xo = 1.
(1) Let Kij
P(X++1 = j|X = i). Let K = (Kj) be the 3 x 3 transition matrix. Write down
%3D
К.
(t)
(2) Let p = P(Xt = i). Let p) = (p",i = 1,2,3) be the row vector. Calculate p for
t = 1,2,3 using vector matrix multiplication.
(3) Let 7; be the stationary distribution at webpage i, so that 7, = E n;Kij. Let n = (Ti, i =
1, 2, 3) be the row vector. Then 7 = aK. Given K, solve a from this equation. Is p3) close to n?
(4) Based on the above calculations, answer the following questions. Suppose there are 1 million
people doing the above random walk independently, and suppose they all start from webpage 1
at time t = 0. Then on average, what is the distribution of these 1 million people for t = 1,2, 3?
What is the stationary distribution of these 1 million people? Which page is the most popular?
%3D
%3D
Transcribed Image Text:Consider a random walk over 3 webpages, 1, 2, 3. At any step, if the person is at webpage 1, then with probability 1/6, she will go to webpage 2, and with probability 1/6, she will go to webpage 3. If the person is at webpage 2, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 3. If the person is at webpage 3, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 2. Let X, be the webpage the person is browsing at time t, and let us assume she starts from webpage 1 at time 0, i.e., Xo = 1. (1) Let Kij P(X++1 = j|X = i). Let K = (Kj) be the 3 x 3 transition matrix. Write down %3D К. (t) (2) Let p = P(Xt = i). Let p) = (p",i = 1,2,3) be the row vector. Calculate p for t = 1,2,3 using vector matrix multiplication. (3) Let 7; be the stationary distribution at webpage i, so that 7, = E n;Kij. Let n = (Ti, i = 1, 2, 3) be the row vector. Then 7 = aK. Given K, solve a from this equation. Is p3) close to n? (4) Based on the above calculations, answer the following questions. Suppose there are 1 million people doing the above random walk independently, and suppose they all start from webpage 1 at time t = 0. Then on average, what is the distribution of these 1 million people for t = 1,2, 3? What is the stationary distribution of these 1 million people? Which page is the most popular? %3D %3D
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Knowledge Booster
Multivariate Distributions and Functions of Random Variables
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman