Suppose that a group of robots is traversing this maze. At each step, each robot will choose a path and move along it, where it is equally likely to select each available path and cannot choose to stay where it is. (At the end each step, each robot will be in one of the four numbered rooms.) Part (a): Construct the appropriate transition matrix for the Markov chain modeling this scenario. Part (b): Find the steady state probability vector.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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### Understanding Markov Chains through a Maze

Consider the illustration above, which represents a maze with four numbered rooms connected by paths. The diagram shows:

- **Nodes (Rooms):** Labeled as 1, 2, 3, and 4.
- **Paths (Edges):** 
  - Room 1 connects to Rooms 2, 3, and 4.
  - Room 2 connects to Rooms 1, 3, and 4.
  - Room 3 connects to Rooms 1 and 2.
  - Room 4 connects to Rooms 1 and 2.

#### Problem Scenario

Suppose a group of robots is traversing this maze. At every step, each robot chooses a path to move along, with equal probability of selecting any available path. Robots cannot remain in place. At the end of each move, a robot resides in one of the four rooms.

#### Tasks

**Part (a):** Construct the transition matrix for the Markov chain based on this scenario. This matrix will represent the probabilities of moving from one room to another.

**Part (b):** Determine the steady-state probability vector, which reflects the long-term probabilities of finding a robot in each room.

This exercise aids in understanding the basics of Markov chains and their applications in modeling random processes.
Transcribed Image Text:### Understanding Markov Chains through a Maze Consider the illustration above, which represents a maze with four numbered rooms connected by paths. The diagram shows: - **Nodes (Rooms):** Labeled as 1, 2, 3, and 4. - **Paths (Edges):** - Room 1 connects to Rooms 2, 3, and 4. - Room 2 connects to Rooms 1, 3, and 4. - Room 3 connects to Rooms 1 and 2. - Room 4 connects to Rooms 1 and 2. #### Problem Scenario Suppose a group of robots is traversing this maze. At every step, each robot chooses a path to move along, with equal probability of selecting any available path. Robots cannot remain in place. At the end of each move, a robot resides in one of the four rooms. #### Tasks **Part (a):** Construct the transition matrix for the Markov chain based on this scenario. This matrix will represent the probabilities of moving from one room to another. **Part (b):** Determine the steady-state probability vector, which reflects the long-term probabilities of finding a robot in each room. This exercise aids in understanding the basics of Markov chains and their applications in modeling random processes.
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