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4.19 Transition matrices and Markov chainsIB Maths: Applications and Interpretation HL: Flashcards

What these 12 flashcards ask

  • What is a transition matrix?
  • Which sums to 1 in T: rows or columns?
  • State the formula for the state matrix after n transitions.
  • Order of multiplication for \mathbf{s}1?
  • What does a transition diagram show?
  • What is a regular Markov chain?
  • What is the steady state?
  • How do you find the steady state exactly?
  • How do you find the long-term probabilities with your GDC?
  • Link between steady state and eigenvalues?
  • Does the steady state of a regular chain depend on \mathbf{s}0?
  • What does (T^n){ij} represent?

Exam questions on 4.19 Transition matrices and Markov chains

  1. Each day a commuter either cycles (C) or takes the bus (B). If she cycles today, the probability that she cycles tomorrow is 0.70.7. If she takes the bus today, the probability that she cycles tomorrow is 0.40.4. On Monday she cycles. Order the states C, B.
    Find the long-term probability that she cycles on a given day.2 marks
  2. A machine is either working (W) or faulty (F) at the start of each day. A working machine is faulty the next day with probability 0.10.1. A faulty machine is working the next day with probability 0.60.6. The machine is working on day 0. Order the states W, F.
    Use your GDC to find the probability that the machine is faulty on day 3.2 marks
  3. A website has 10001000 subscribers, each on one plan at the start of each month: Free (F), Standard (S) or Premium (P). Each month: a Free subscriber stays Free with probability 0.80.8 and otherwise moves to Standard; a Standard subscriber moves to Free with probability 0.10.1, stays with probability 0.70.7 and otherwise moves to Premium; a Premium subscriber stays with probability 0.70.7 and otherwise moves to Standard. Initially 600600 are Free, 300300 are Standard and 100100 are Premium. Order the states F, S, P.
    Write down the transition matrix TT, and find the number of Premium subscribers after one month.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).