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    Markov Chains: Mathematics Applications & Interpretation HL

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    Bennaya Kendrana
    The document discusses Markov chains, which use probabilities to model systems that change states over time. It describes how Markov chains can be represented using transition matrices and steady state systems. Markov chains have the memoryless property that the probability of future states depends only on the current state, not on the sequence of events that preceded it. The transition matrix shows the probabilities of moving between states, and can be raised to high powers n to model the system's state after many time steps, eventually reaching a steady state.

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    Markov Chains: Mathematics Applications & Interpretation HL

    Uploaded by

    Bennaya Kendrana
    125 views26 pages
    The document discusses Markov chains, which use probabilities to model systems that change states over time. It describes how Markov chains can be represented using transition matrices and steady state systems. Markov chains have the memoryless property that the probability of future states depends only on the current state, not on the sequence of events that preceded it. The transition matrix shows the probabilities of moving between states, and can be raised to high powers n to model the system's state after many time steps, eventually reaching a steady state.

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    AHL4.19_Markov_Chains.pdf

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    The document discusses Markov chains, which use probabilities to model systems that change states over time. It describes how Markov chains can be represented using transition matrices and steady state systems. Markov chains have the memoryless property that the probability of future states depends only on the current state, not on the sequence of events that preceded it. The transition matrix shows the probabilities of moving between states, and can be raised to high powers n to model the system's state after many time steps, eventually reaching a steady state.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    125 views26 pages

    Markov Chains: Mathematics Applications & Interpretation HL

    Uploaded by

    Bennaya Kendrana
    The document discusses Markov chains, which use probabilities to model systems that change states over time. It describes how Markov chains can be represented using transition matrices and steady state systems. Markov chains have the memoryless property that the probability of future states depends only on the current state, not on the sequence of events that preceded it. The transition matrix shows the probabilities of moving between states, and can be raised to high powers n to model the system's state after many time steps, eventually reaching a steady state.

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    Markov Chains

    Mathematics Applications & Interpretation HL


     Understand and use Regular Markov Chains to model real-life
    situations
     Represent a system involving probabilities
     Determine the powers of transition matrices
     Calculate steady-state and long-term probabilities using transition
    Objectives matrices and systems of equations
     Determine the characteristic polynomial, eigenvalues and
    eigenvectors of 2x2 matrices
     Diagonalize 2x2 matrices with distinct real eigenvalues
     Use eigenvalues & eigenvectors to applications to powers of 2x2
    matrices
     In our experiences of modelling in this course,
    we have made use of available data to generate
    a function that will closely approximate the
    behavior of an observed system.
    Stochastic  However, it may be worth considering the role
    Models of randomness into our model.
    stochastic model attempts to include
     A _________________
    random variation in a system by employing
    probability to predict the outcomes of future
    events.
    A stochastic model which describes how a
    sequence of random events evolves over
    time
    steps
    Time here is measured in distinct ______.
    The system ought to have a set of
    Markov Chain states
    distinct ______at each time step, each
    with an identifiable transition between
    them.
    _________________________:
    Memoryless/Markov Property The
    outcome of a future event depends only
    on the state at the current time step.
    state

    Transition
    Diagrams

    transition probability
    State Matrices 𝑺𝒏
     Shows the state of the system at time 𝑛
     May contain either
     the probability or proportion of the population that are in each
    state, or
     The actual number from the population that are in the given state

    Matrix Transition Matrix 𝑻 = 𝒕𝒊𝒋


    Representation  Columns represent current state
     Rows represent next state
     𝑡𝑖𝑗 represents the probability of moving from state 𝑗 to state 𝑖
     𝑡𝑖𝑗 = 𝑃 next state is 𝑖|current state is 𝑗
     The sum of each column is 1.
    The transition matrix is extremely useful when there are more than two
    states in the system & you wish to predict the states of the system after
    several time periods.
    Trivia: Matrices play an important role in the projection of 3D images into a 2D
    screen, creating the realistic seeming motions in computer-based
    applications.
    Ex 13D.1
    Haese AIHL
    When there is very little or no
    Steady State change in the values from one state
    Systems
    matrix to the next, the system is said
    steady state
    to have reached a _____________.
     A matrix 𝑇 for which there exists an 𝑛𝜖ℤ+ such
    Regular that all entries in 𝑇 𝑛 are all greater than zero.
    Transition  For high powers of 𝑛, a regular transition
    Matrix matrix converges to a matrix in which all the
    columns have the same values.
    • As 𝑛 → ∞, 𝑇𝑛 → 𝑋 and 𝑆𝑛 → 𝑣.
    • 𝑋 is called the __________________________.
    long-term probability matrix Note that 𝑇𝑋 = 𝑋.
    steady state vector i.e. 𝑇𝑣 = 𝑣 as 𝑛 → ∞ and
    • 𝑣 is called the _________________,
    𝑋𝑆0 = 𝑣.
    If 𝑃 is a square regular transition
    Steady State matrix, there is a unique vector 𝑞
    Vector
    such that 𝑃𝑞 = 𝑞. 𝑞 is called the
    steady state vector for 𝑃.
    _______________
    Ex 13D.2
    Haese AIHL

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