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Escuadro PS3

1) The matrix is stochastic if the entries in each row are non-negative and sum to 1. Matrix a) and c) are stochastic while b) is not since it is not square. 2) A stochastic matrix can be written to correspond to a transition diagram showing the probabilities of moving between states. 3) A transition diagram showing the probabilities of moving between states can be drawn and represented as a stochastic matrix.

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142 views2 pages

Escuadro PS3

1) The matrix is stochastic if the entries in each row are non-negative and sum to 1. Matrix a) and c) are stochastic while b) is not since it is not square. 2) A stochastic matrix can be written to correspond to a transition diagram showing the probabilities of moving between states. 3) A transition diagram showing the probabilities of moving between states can be drawn and represented as a stochastic matrix.

Uploaded by

Aaron Huang
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ESCUADRO, Krisha Anne K31

FINAMAT
Problem Set 3

General Instruction: Solve the items with complete solution. If necessary, encircle or box the
final answer.

1) Determine whether the matrix is stochastic or not.


1 0.8
a) ! ' YES
0 0.2

b) !0.4 0.3 0.2' NO, even though each column is equal to 1 and the entries are ≥ 0,
0.6 0.7 0.8
the matrix is not square.

1/6 5/12 0
c) *1/2 1/4 0.5. YES
1/3 1/3 0.5

2) Write a stochastic matrix corresponding to the transition diagram.

A B C
A 1/3 2/9 1/3
B /1/3 4/9 1/61
C 1/3 1/3 1/2
3) Draw a transition diagram corresponding to the stochastic matrix.

0 0.2 0.5
4) Is /0.5 0 0.5 1 a regular stochastic matrix? Explain.
0.5 0.8 0
YES, it is a regular stochastic matrix since all the entries of at least one particular
power are positive and non-zero.

1 0.4 0
5) Is /0 0.2 0.1 1 an absorbing stochastic matrix? Explain.
0 0.4 0.9
YES, it is an absorbing stochastic matrix. It has an absorbing state on entry a11, and
from any non-absorbing state, it is possible to move to this absorbing state. The entry on
a12 can transition to the absorbing state in a11 with the value of 0.4.

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