Assignment 2: Markov Chain
Assignment 2: Markov Chain
Assignment 2: Markov Chain
Markov Chain
[ ]
1 1 1
2 4 4
1 2
1. Prove that the markov chain whose t p m P= 0 is irreducible. Also find
3 3
1 1
0
2 2
the stationary distribution for this chain.
3. Let P be the t p m of a markov chain on the vertices of a triangle. The chain moves
from one vertex to another with the probability 0.5. Find the probability that, in n
steps, the chain returns to the vertex it started from.
[ ]
0 1
4. Given t p m P= 1 1 , find
2 2
(i) unique fixed probability vector
(ii) the matrix Pn approaches.
(iii) the vector p(0 ) Pn approaches when ( 14 , 34 ) .
p(0 )=
5. In the context of Covid-19, three states are defined as susceptible, infected and dead.
Susceptible individuals are not infected with the disease and can remain susceptible,
become infected or die in a given time step. Simillarly, infected individuals can
recover, remain infected or die. Once an individual dies, it remain dead. The chances
for susceptible individual to get infection is 6% and to remain susceptible is 92%. The
probability of an infected individual to get recovered is 9% while his chances of death
is 20%. Find the transition probability matrix for the given data. Suppose if the first
person gets infected in the month of March 2020, then find the probability of
individuals who may get infected by the month May 2020. Also find the probability of
longer life of susceptible individuals.