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Mathematical Modeling Final Exam Prep Questions: True or False

This document contains a mathematical modeling final exam preparation with multiple choice and fill-in-the-blank questions about topics relating to Markov chains, difference equations, and discrete dynamical systems. There are 20 total questions testing knowledge of concepts like the Perron-Frobenius theorem, stability of solutions, difference intervals, recursively enumerable sets, discrete analogs of differential equations, and properties of Markov matrices and Markov chains.

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Brett Murphy
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376 views2 pages

Mathematical Modeling Final Exam Prep Questions: True or False

This document contains a mathematical modeling final exam preparation with multiple choice and fill-in-the-blank questions about topics relating to Markov chains, difference equations, and discrete dynamical systems. There are 20 total questions testing knowledge of concepts like the Perron-Frobenius theorem, stability of solutions, difference intervals, recursively enumerable sets, discrete analogs of differential equations, and properties of Markov matrices and Markov chains.

Uploaded by

Brett Murphy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Modeling Final Exam Prep Questions

Brett Murphy
December 15, 2017

True or False
Circle either T or F
(a) The Perron-Frobenius theorem ensures the spectral radius of a Markov matrix is equal
to one. T or F

(b) The Stability and Oscillation Theorem ensures that the general nth order linear differ-
ence equation defined over a set S of k consecutive integer values has stable solutions
for which values at n consecutive k values are arbitrarily prescribed. T or F
(c) If the difference interval along the domain of a real valued function y(x) is equal to
one, then the first finite difference of y(x) is the slope of a tangent line between any
two points on the function T or F
(d) A set S of integers is recursively enumerable if it contains zero. T or F
(e) The recurrence equations f (n) − f (n − 1) = g(n) or f (n + 1) − f (n) = g(n + 1) are
discrete analogs to the differential equation f 0 (x) = g(x). T or F

(f) If f is a continuous function f (x) in [a, b] for all x ∈ [a, b], then there must exist a
point c ∈ [a, b] such that c = f (c). T or F
(g) Discrete time dynamical systems are models that describe a sequence of measurements
made at equally spaced time intervals. T or F

(h) The difference equation hn+1 − r2 hn = 0 is nonlinear. T or F


(i) The order of the difference equation yk+n = 0 is k. T or F
(j) The fixed point of the difference equation yk+1 = 3yk + B, where B is a constant, is
unstable. T or F

(k) A sequence {yk } is a real-valued function whose domain is the set of nonnegative
integers k ∈ Z, where Z = {0, 1, 2, 3, . . .}. T or F
(l) Every convergent sequence is bounded but not every bounded sequence is convergent.
T or F

(m) If the sequence yk is divergent to ∞ and −∞, then yk is said to oscillate infinitely. T
or F
(n) A Markov matrix must always be square. T or F
(o) If the equation P (Xn+1 |Xn = 1, Xn−1 = in−1 , · · · , X0 = i0 ) = P (Xn+1 = j|Xn = i)
represents a discrete-time, discrete-state, and time homogeneous stochastic process,
then the matrix that represents the states of this process is guaranteed to have one
and only one eigenvalue equal to one. T or F
(p) The recurrence equations f (n) − f (n − 1) = g(n) and f (n + 1) − f (n) = g(n + 1) each
yield identical solutions. T or F

Fill in the
(a) A Markov chain is if some power of its transition matrix
has only positive entries.
(n)
(b) Let T be the transition matrix of a Markov chain. The ijth entry pij of the matrix
T n gives the probability that the Markov chain, starting from state i will be in state
after steps
(c) A Markov chain is if for state i, the diagonal of the transi-
tion matrix has at least one entry equal to one

(d) A Markov chain


(e) A Markov chain is if it is possible to go from every state to
every state (not necessarily in one step or transition)
(f) The eigenvectors of an n-state Markov Chain form a linearly
set in R

(g) Let T be the transition matrix of a Markov chain and let X0 be the probability
vector which represents the starting probability distribution of the chain. Then the
probability of being in state i after n single transition steps is the ith component in
the vector formed by the multiplication given by X0 T n .

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