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Then after 5 time ticks what will be the state of the system
How to find This
Transision Digram
Diagramatically this will be as follows
FIND WHAT : P [ p0 , p1, ..p10 ]
Components of Dynamic System
Set of Probable states States
Probabilities of going into any state from a given state
Initial state
How Markov Model helps : Simple Example
Consider a simple whether model :
Two states : sunny and rainy
GIVEN TRANSITION PROBABILITIES
Sunny to sunny 0.9
Sunny to rainy 0.1
Rainy to Rainy 0.5
Rainy to sunny 0.5
Transition Matrix Conventions
MATRIX CONVENTIONS
R 11 = ?
Current c = 1
End e = 1
Intermediate I = All given statesl 1 , 2
in following formula only intermediate will vary
So r 1 1 * P 1 1 + r12 * P21
Stationary distribution
A stationary Distribution of a markov chain is a probability
distribution that remains unchanged in the markov cahian as
time progresses
Typically it is represented as roe vector pi whose entries are
probabilities summing to 1, and given transition matrix A, Then
following is satisfied , whwere pi is a unique matrix
Pi = pi * A
Example : Computer system
Variance and standard Deviation
Find variance and standard deviation of following data set
70 , 60 , 72 , 42 , 86