Consider the Bernoulli-Laplace diffusion model studied in Section 10.1, Exercise 30.
- a. Let k = 5 and show that the transition matrix for the Markov chain that models the number of type I molecules in uni A is regular.
- b. Let k = 5. In what state will this chain spend the most steps, and what fraction of the steps will the chain spend at this state?
30. Another model for diffusion is called the Bernoulli-I.aplace model. Two urns (urn A and urn B) contain a total of 2k molecules. In this case, k of the molecules are of one type (called type I molecules) and k arc of another type (type II molecules). In addition, k molecules must be in each urn at all times. At each time step, a pair of molecules is selected, one from urn A and one from urn B. and these molecules change urns. Let the Markov chain model the number of type I molecules in urn A (which is also the number of type II molecules in urn B).
- a. Suppose that there are j type I molecules in urn A with 0 < j < k. Explain why the probability of a transition to j − 1 type I molecules in urn A is (j/k)2, and why the probability of a transition to j + 1 type I molecules in urn A is ((k − j)/k)2.
- b. Let k = 5. Use the result in pan (a) to set up the transition matrix for the Markov chain which models the number of type I molecules in urn A.
- c. Let k = 5 and begin with all type I molecules in urn A. What is the distribution of type I molecules after 3 time steps?
Want to see the full answer?
Check out a sample textbook solutionChapter 10 Solutions
Thomas' Calculus and Linear Algebra and Its Applications Package for the Georgia Institute of Technology, 1/e
- Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.arrow_forward12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction randomly choose which way to go. Figure 3.28 (a) Construct the transition matrix for the Markov chain that models this situation. (b) Suppose we start with 15 robots at each junction. Find the steady state distribution of robots. (Assume that it takes each robot the same amount of time to travel between two adjacent junctions.)arrow_forwardLet X, be a continuous-time Markov chain with state space {1,2} and rates a(1, 2) = 1, a(2, 1) = 4. Find the transition matrix P(t).arrow_forward
- Let P = (0.9 0.9 0.1 0.2 0.8 with two states A and B. be a transition matrix for a Markov Chain 1. What proportion of the state A population will be in state B after two steps Number 2. What proportion of the state B population will be in state B after two steps Number 3. Find the steady state vector x x1= Number X2= Number Write the results accurate to the 3rd decimal placearrow_forward5 Consider the Markov chain with transition matrix 1/2 (1/4 3/4) P = Find the fundamental matrix Z for this chain. Compute the mean first passage matrix using Z.arrow_forwardA state vectorX for a three-state Markov chain is such that the system is as likely to be in state 3 as in state 2 and is three times as likely to be in state 1 as in 3. Find the state vector X.arrow_forward
- A Markov chain model for a species has four states: State 0 (Lower Risk), State 1 (Vulnerable), State 2 (Threatened), and State 3 (Extinct). For t 2 0, you are given that: 01 zit = 0.03 12 t= 0.05 23 Hit = 0.06 This species is currently in state 0. Calculate the probability this species will be in state 2 ten years later. Assume that reentry is not possible. (Note: This question is similar to #46.2 but with constant forces of mortality) Possīble Answers A 0.02 0.03 0.04 D 0.05 E 0.06arrow_forwardConsider a Markov chain with two possible states, S = {0, 1}. In particular, suppose that the transition matrix is given by Show that pn = 1 P = [¹3 В -x [/³² x] + B x +B[B x] x 1- B] (1-x-B)¹ x +B x -|- -B ·X₁ Вarrow_forward
- Elementary Linear Algebra (MindTap Course List)AlgebraISBN:9781305658004Author:Ron LarsonPublisher:Cengage LearningLinear Algebra: A Modern IntroductionAlgebraISBN:9781285463247Author:David PoolePublisher:Cengage Learning