Matrices, Digraphs, Markov Chains & Their Use
Introduction to Matrices A matrix is a rectangular array of numbers Matrices are used to solve systems of equations Matrices are easy for computers to work with A matrix is a rectangular array of numbers Matrices are used to solve systems of equations Matrices are easy for computers to work with
Matrix arithmetic Matrix Addition Matrix Multiplication
At each time period, every object in the system is in exactly one state, one of 1, …,n. Objects move according to the transition probabilities: the probability of going from state j to state i is t ij Transition probabilities do not change over time. At each time period, every object in the system is in exactly one state, one of 1, …,n. Objects move according to the transition probabilities: the probability of going from state j to state i is t ij Transition probabilities do not change over time. Introduction to Markov Chains
The transition matrix of a Markov chain T = [t ij ] is an n n matrix. Each entry t ij is the probability of moving from state j to state i. 0 t ij 1 Sum of entries in a column must be equal to 1 (stochastic). T = [t ij ] is an n n matrix. Each entry t ij is the probability of moving from state j to state i. 0 t ij 1 Sum of entries in a column must be equal to 1 (stochastic).
Example: Customers can choose from a major Long Distance carrier (SBC) or others ores: Each year 30% of SBC customers switch to other carrier, while 40% of other carrier switch to SBC. Set Up the matrix for this Problem Each year 30% of SBC customers switch to other carrier, while 40% of other carrier switch to SBC. Set Up the matrix for this Problem
Example: The transition matrix in 2 nd and 3 rd year..
How many SBC customers will be there 2 years from now? How many SBC customers will be there 3 years from now?
How many non-SBC customers will be there 2 years from now? How many non SBC customers will be there 3 years from now?
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