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Markov Chains: Homework

Module by: UniqU, LLC. E-mail the author

Summary: This chapter covers principles of Markov Chains. After completing this chapter students should be able to: write transition matrices for Markov Chain problems; find the long term trend for a Regular Markov Chain; Solve and interpret Absorbing Markov Chains.

MARKOV CHAINS

Exercise 1

Is the matrix given below a transition matrix for a Markov chain? Explain.

1. .2.3.5.3.2.9.3.3.5.2.3.5.3.2.9.3.3.5 size 12{ left [ matrix { "." 2 {} # "." 3 {} # "." 5 {} ## "." 3 {} # - "." 2 {} # "." 9 {} ## "." 3 {} # "." 3 {} # "." 5{} } right ]} {}

2. .3.3.4.3.4.4000.3.3.4.3.4.4000 size 12{ left [ matrix { "." 3 {} # "." 3 {} # "." 4 {} ## "." 3 {} # "." 4 {} # "." 4 {} ## 0 {} # 0 {} # 0{} } right ]} {}

Exercise 2

A survey of American car buyers indicates that if a person buys a Ford, there is a 60% chance that their next purchase will be a Ford, while owners of a GM will buy a GM again with a probability of .80. The buying habits of these consumers are represented in the transition matrix below.

Find the following probabilities:

1. The probability that a present owner of a Ford will buy a GM as his next car.

2. The probability that a present owner of a GM will buy a GM as his next car.

3. The probability that a present owner of a Ford will buy a GM as his third car.

4. The probability that a present owner of a GM will buy a GM as his fourth car.

Exercise 3

Professor Hay has breakfast at Hogee's every morning. He either orders an Egg Scramble, or a Tofu Scramble. He never orders Eggs on two consecutive days, but if he does order Tofu one day, then the next day he can order Tofu or Eggs with equal probability.

1. Write a transition matrix for this problem.

2. If Professor Hay has Tofu on the first day, what is the probability he will have Tofu on the second day?

3. If Professor Hay has Eggs on the first day, what is the probability he will have Tofu on the third day?

4. If Professor Hay has Eggs on the first day, what is the probability he will have Tofu on the fourth day?

Exercise 4

A professional tennis player always hits cross-court or down the line. In order to give himself a tactical edge, he never hits down the line two consecutive times, but if he hits cross-court on one shot, on the next shot he can hit cross-court with .75 probability and down the line with .25 probability.

1. Write a transition matrix for this problem.

2. If the player hit the first shot cross-court, what is the probability that he will hit the third shot down the line?

Exercise 5

The transition matrix for switching political parties in an election year is given below, where Democrats, Republicans, and Independents are denoted by the letters DD size 12{D} {}, RR size 12{R} {}, and II size 12{I} {}, respectively.

1. Find the probability of a Democrat voting Republican.

2. Find the probability of a Democrat voting Republican in the second election.

3. Find the probability of a Republican voting Independent in the second election.

4. Find the probability of a Democrat voting Independent in the third election.

REGULAR MARKOV CHAINS

Exercise 6

Determine whether the following matrices are regular Markov chains.

1. 10.5.510.5.5 size 12{ left [ matrix { 1 {} # 0 {} ## "." 5 {} # "." 5{} } right ]} {}

2. .6.401.6.401 size 12{ left [ matrix { "." 6 {} # "." 4 {} ## 0 {} # 1{} } right ]} {}

3. .60.4.2.4.4000.60.4.2.4.4000 size 12{ left [ matrix { "." 6 {} # 0 {} # "." 4 {} ## "." 2 {} # "." 4 {} # "." 4 {} ## 0 {} # 0 {} # 0{} } right ]} {}

4. .2.4.4.6.40.3.2.5.2.4.4.6.40.3.2.5 size 12{ left [ matrix { "." 2 {} # "." 4 {} # "." 4 {} ## "." 6 {} # "." 4 {} # 0 {} ## "." 3 {} # "." 2 {} # "." 5{} } right ]} {}

Exercise 7

Company I and Company II compete against each other, and the transition matrix for people switching from Company I to Company II is given below.

Find the following.

1. If the initial market share is 40% for Company I and 60% for Company II, what will the market share be after 3 steps?

2. If this trend continues, what is the long range expectation for the market?

Exercise 8

Suppose the transition matrix for the tennis player in Exercise 4 is as follows, where CC size 12{C} {} denotes the cross-court shots and DD size 12{D} {} denotes down-the-line shots.

Find the following.

1. If the player hit the first shot cross-court, what is the probability he will hit the fourth shot cross-court?

2. Determine the long term shot distribution.

Exercise 9

Professor Hay never orders eggs two days in a row, but if he orders tofu one day, then there is an equal probability that he will order tofu or eggs the next day.

Find the following:

1. If Professor Hay had eggs on Monday, what is the probability that he will have tofu on Friday?

2. Find the long term distribution for breakfast choices for Professor Hay.

Exercise 10

Many Russians have experienced a sharp decline in their living standards due to President Yeltsin's reforms. As a result, in the parliamentary elections held in December 1995, Communists and Nationalists made significant gains, and a new pattern in switching political parties emerged. The transition matrix for such a change is given below, where Communists, Nationalists, and Reformists are denoted by the letters CC size 12{C} {}, NN size 12{N} {}, and RR size 12{R} {}, respectively.

Find the following.

1. If in this election Communists received 25% of the votes, Nationalists 30%, and Reformists the rest 45%, what will the distribution be in the next election?

2. What will the distribution be in the third election?

3. What will the distribution be in the fourth election?

4. Determine the long term distribution.

ABSORBING MARKOV CHAINS

Exercise 11

Given the following absorbing Markov chain.

Find the following:

1. Identify the absorbing states.

2. Write the solution matrix.

3. Starting from state 4, what is the probability of eventual absorption in state 1?

4. Starting from state 2, what is the probability of eventual absorption in state 3?

Exercise 12

Two tennis players, Andre and Vijay each with two dollars in their pocket, decide to bet each other $1, for every game they play. They continue playing until one of them is broke. Do the following: 1. Write the transition matrix for Andre. 2. Identify the absorbing states. 3. Write the solution matrix. 4. At a given stage if Andre has$1, what is the chance that he will eventually lose it all?

Exercise 13

Repeat Exercise 12, if the chance of winning for Andre is .4 and for Vijay .6.

1. Write the transition matrix for Andre.

2. Write the solution matrix.

3. If Andre has $3, what is the probability that he will eventually be ruined? 4. If Vijay has$1, what is the probability that he will eventually triumph?

Exercise 14

Repeat Exercise 12, if initially Andre has $3 and Vijay has$2.

1. Write the transition matrix.

2. Identify the absorbing states.

3. Write the solution matrix.

4. If Andre has \$4, what is the probability that he will eventually be ruined?

Exercise 15

The non-tenured professors at a community college are regularly evaluated. After an evaluation they are classified as good, bad, or improvable. The "improvable" are given a set of recommendations and are re-evaluated the following semester. At the next evaluation, 60% of the improvable turn out to be good, 20% bad, and 20% improvable. These percentages never change and the process continues.

1. Write the transition matrix.

2. Identify the absorbing states.

3. Write the solution matrix.

4. What is the probability that a professor who is improvable will eventually become good?

Exercise 16

A rat is placed in the maze shown below, and it moves from room to room randomly. From any room, the rat will choose a door to the next room with equal probabilities. Once it reaches room 1, it finds food and never leaves that room. And when it reaches room 5, it is trapped and cannot leave that room. What is the probability the rat will end up in room 5 if it was initially placed in room 3?

Exercise 17

In Exercise 16, what is the probability the rat will end up in room 1 if it was initially placed in room 2?

CHAPTER REVIEW

Exercise 18

Is the matrix given below a transition matrix for a Markov chain? Explain.

1. .1.4.5.5.3.8.3.4.3.1.4.5.5.3.8.3.4.3 size 12{ left [ matrix { "." 1 {} # "." 4 {} # "." 5 {} ## "." 5 {} # - "." 3 {} # "." 8 {} ## "." 3 {} # "." 4 {} # "." 3{} } right ]} {}

2. .2.6.2000.3.4.5.2.6.2000.3.4.5 size 12{ left [ matrix { "." 2 {} # "." 6 {} # "." 2 {} ## 0 {} # 0 {} # 0 {} ## "." 3 {} # "." 4 {} # "." 5{} } right ]} {}

Exercise 19

A survey of computer buyers indicates that if a person buys an Apple computer, there is an 80% chance that their next purchase will be an Apple, while owners of an IBM will buy an IBM again with a probability of .70. The buying habits of these consumers are represented in the transition matrix below.

Find the following probabilities:

1. The probability that a present owner of an Apple will buy an IBM as his next computer.

2. The probability that a present owner of an Apple will buy an IBM as his third computer.

3. The probability that a present owner of an IBM will buy an IBM as his fourth computer.

Exercise 20

Professor Trayer either teaches Finite Math or Statistics each quarter. She never teaches Finite Math two consecutive quarters, but if she teaches Statistics one quarter, then the next quarter she will teach Statistics with a 1/31/3 size 12{1/3} {} probability.

1. Write a transition matrix for this problem.

2. If Professor Trayer teaches Finite Math in the Fall quarter, what is the probability that she will teach Statistics in the Winter quarter.

3. If Professor Trayer teaches Finite Math in the Fall quarter, what is the probability that she will teach Statistics in the Spring quarter.

Exercise 21

The transition matrix for switching academic majors each quarter by students at a university is given below, where Science, Business, and Liberal Arts majors are denoted by the letters SS size 12{S} {}, BB size 12{B} {}, and AA size 12{A} {}, respectively.

1. Find the probability of a science major switching to a business major during their first quarter.

2. Find the probability of a business major switching to a Liberal Arts major during their second quarter.

3. Find the probability of a science major switching to a Liberal Arts major during their third quarter.

Exercise 22

Determine whether the following matrices are regular Markov chains.

1. 10.3.710.3.7 size 12{ left [ matrix { 1 {} # 0 {} ## "." 3 {} # "." 7{} } right ]} {}
2. .2.4.4.6.40.3.2.5.2.4.4.6.40.3.2.5 size 12{ left [ matrix { "." 2 {} # "." 4 {} # "." 4 {} ## "." 6 {} # "." 4 {} # 0 {} ## "." 3 {} # "." 2 {} # "." 5{} } right ]} {}

Exercise 23

John Elway, the football quarterback for the Denver Broncos, calls his own plays. At every play he has to decide to either pass the ball or hand it off. The transition matrix for his plays is given in the following table, where PP size 12{P} {} represents a pass and HH size 12{H} {} a handoff.

Find the following.

1. If John Elway threw a pass on the first play, what is the probability that he will handoff on the third play?

2. Determine the long term play distribution.

Exercise 24

Company I, Company II, and Company III compete against each other, and the transition matrix for people switching from company to company each year is given below.

Find the following.

1. If the initial market share is 20% for Company I, 30% for Company II and 50% for Company III, what will the market share be after the next year?

2. If this trend continues, what is the long range expectation for the market?

Exercise 25

Given the following absorbing Markov chain.

1. Identify the absorbing states.

2. Write the solution matrix.

3. Starting from state 4, what is the probability of eventual absorption in state 1?

4. Starting from state 3, what is the probability of eventual absorption in state 2?

Exercise 26

A rat is placed in the maze shown below, and it moves from room to room randomly. From any room, the rat will choose a door to the next room with equal probabilities. Once it reaches room 1, it finds food and never leaves that room. And when it reaches room 6, it is trapped and cannot leave that room. What is the probability that the rat will end up in room 1 if it was initially placed in room 3?

Exercise 27

In Exercise 26, what is the probability that the rat will end up in room 6 if it was initially in room 2?

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