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7.3 Markov Chains - Problems

  1. Set up a matrix, similar to the matrices we used in this chapter, that corresponds to this state diagram:


    1. Draw a picture corresponding to this transition matrix:


    2. Look closely at C in your picture. What do you notice that is strange about the way information flows near C? What effect do you think this might have on the long-range distribution of matter in this system?

  2. Which of the following are transition matrices? Explain.

    1. matrix

    2. matrix

    3. matrix

  3. Which of these situations can be modeled by a homogeneous Markov chain? If they cannot be modeled by a Markov chain, explain why not.

    1. The picture represents the probability that a delivery truck that is currently in region i (A, B, or C) will be in region j (A, B, or C) for the next time period.


    2. The picture represents the probability that a person eating meal i (H, S, or P) for lunch today will eat meal j (H, S, or P) for lunch tomorrow. The letter H stands for hamburger, S stands for salad, and P stands for pizza.


  4. Look at the questions in problem 4. Write a sample transition matrix for the problem or problems that can be modeled using a Markov chain.

  5. Assume S is the transition matrix


    1. What is the probability of going from state A to state B in one step?

    2. What is the probability of going from state B to state C in exactly two steps?

    3. What is the probability of going from state C to state A in exactly three steps?

    4. Give the transition matrix, S2, for two steps (S2 would give the probabilities of going from state i to state j in exactly 2 steps).

    5. Give the transition matrix for three steps.

    6. Give the transition matrix for four steps.

    7. To what matrix do these transition matrices appear to converge after a large number of steps? Your solution should be accurate to two decimal places.

  6. A math teacher, not wanting to be predictable, decided to assign homework based on probabilities. On the first day of class, she drew this picture on the board to tell the students whether to expect a full assignment, a partial assignment, or no assignment the next day.


    1. Construct and label the transition matrix that corresponds to this drawing. Label it A.

    2. If students have a full assignment today, what is the probability that they will have a full assignment again tomorrow?

    3. If students have no assignment today, what is the probability that they will have no assignment again tomorrow?

    4. Today is Wednesday and students have a partial assignment. What is the probability that they will have no homework on Friday?

    5. Matrix A is the transition matrix for one day. Find the transition matrix for two days (for example, if today is Monday, what are the chances of getting each kind of assignment on Wednesday?).

    6. Find the transition matrix for three days.

    7. If you have no homework this Friday, what is the is the probability that you will have no homework next Friday (since we are only considering school days, there are only 5 days in a week)? Give your answer accurate to two decimal places.

    8. Find, to two decimal places, the matrix to which matrix A would appear to converge after many days.

    9. Explain the meaning of your solution to problem 7h.

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Updated: September 13, 2000

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