{E70 th sp swt) ain Ea (Soy ans wt puncte) nase. Ca ett yal ‘Rete enone on 150 hs MAX apt oe ron) iy pa spurt ere ee oS areata re ee — Chapter 12 ——________ Discrete-Time Markov Chains — 1721 THE MARKOV CHAN ASSUMPTIONS AND ‘THE TRANSITION Mara A Sore socks pp ds. Te ds ar sold one by ena a ventory i {oken at he ead a enh mouth tet dente te sumer tock ek the th mosh.” he arn cd whe ie soe fst apne ie the umber a the end of he it month) HX al low ae een level mote dare ered. yan Be st han ef epg ds

Sa pete mulipton beeen a Yer aod ama, the prbaey a oe , To ce why thin tra, we campate He RR nD. ce itentnrtaensitcnenacn a DecroteTine Marko Chains chap 12 se he i and ond cts ee defo of f 1, nd -secoed equality follows from the law of total probability Cy Monee Te ample 6 othe Marko cain Foyt Maio io Fg 128 te hue a the pts il ei ate se O wih rota 1 nd nate] wih proba Seti Comeqenty ae ps 99 wenn. [* 4 6 Pan ‘hom which we cote that ma 0© rewens Sipps tht th utile ss tine ¢ = Din state Ia he eoaloey ot prob ecto, fs eas at POE.) -Tetetone, the probity era ne on = 0,.-.4%0,....080 = Me My Ha) a= = ih conti wnt we bay How The feta he male he chance cig sate jt tne en sate at ine mp tat hen ha Hei, he Aven 12st fr te Moo of Protea a= (0:00 8 “oonoe~ GM.en, ngs Aer Mao ha of Per 122 wh 9 = (0,8 0) PS eisiviog = Wn t.t0) tae. Fora foe May on af Pte 12 aya prota vec ‘ae "Suds Moy ied ny suse Senet Bee a ten hy 3 tive i). Cee hs tance) Sow they tai 1.38, (Common of bon 12) Rei or progr 0 at i a pat Serene Ae Ae cp ote Monae ase bens 2 0 iste Markov Cnins Chap. 12 124 THE STEADY-STATE PROBABILITY VECTOR Seta he hrs amber paises ch angi fm te to state among te aco gid yh raion mal np pean ial npr strc insate Dt a+ hyo one amp see oa Init i anti il jp ene anes lars ei ate aeranca,”y?) "Ont ver bane {hae dst then soir te ine an On Sse nll thse nies sting tt} cae speed jap to ie "he to mer of partes htc be expe Yo Ren ie atone, ‘ay just happen hat hs ute sme te nme pte ta stored sate a tie 0. En the partes might ag sts te real tuner ste wel ema ins were aoe se Fie ene som of prs wae ina ea Se rec pies tot eves se oe woul epee om anther Rater than th aoe mame parses in sat ps th esttion nem of he lave ser mint parce i a 9 he roy o-Son, Seth tat aoe sree itself” after one jump, this will also be true for all times 1: 2 Ingties Peg oneg Pen ong Sec. 124 The Stand) State Probably Vector OSwoman % We call any probabil eto wih he pope tat $= senda rok iy vc Tr the pr sre wate! with provi for tach Sat ‘fen eer i wl bese eth pots ‘Procedore for Finding the Stdy-State Probability Vector 1, Setup an save these egusion: Wor erty, matic otsion, io 2. Nomate by asin tht Step 1 ils ing W +1 equine WL unknown dy ‘eewttncclatnc camps sotewilsnaybeedundaney one ah eqns ‘a'oca tonto othe or” The equation of te saul Be OW + nt ‘ample? Fd the sett probaly ws fhe Mato chain nF, 120 oeal nornancnal lh els mo equations the wo umbno¥ns dy a w ieee, onde Both hese equtions ae say these: ‘Using te soratiztion onion, rere wel oaed omen fe ine he pate leon ae ene i arth in lie fad te 2 ey tae "A which 66 particles were sturted in state (and 33 in state t Each jumped) ‘orig othe aesion pote mei ou Te ea i the muber o ranitons performed by ea ofthe 9 pee seed Solna sth action nat “ went ‘lt endo ction, at stot 23 fhe pret unin state 0 ample § Conse the Markov chin nF 9 if 12.10. Find he steady tte proba ecto Sec. 124 The SteadyState Probabty Vector _et [ea] Gets rests nto guton: Clearing te fasts a combing ate ec ye +8 0 By th t= Shy #28, = 6-0 [Ang he second third equations resin hy -%n0 sic it enti the sme a he equation. Meace he hd eatin redundant From he it tm spt ore ta don say tensa ('s baa cat, ample Comer he ot proce depicted in Fi. IIL. Thre ae N+ states 0, aaah Poa ten Ti ure ema te i ity athe jump se Fri fe Pet ie Mien! iatmtete, Tas debs wep id Soe for the Heady state probaly veto ‘Sean eo Tan 0 neat en pe 0 0 a.‘The egiaion = él ps tat ethno) thy Ot ih nso” thee N+ 1 equatons = ah + Pde sy + ay on abs + as ae = ra Pi = Bo Bibs = Po Soe secesvelyfor ech tes of starting th he second equations ante eB ono, ary obey ‘sete soma onion | | ‘Tent ~ Chub, wih determines From the ution (+), we hve [Rearsaipmen, 7 ‘Te Mash cha in he at tise exampes hae ch sate proba eso, Ths eed so stays be th eas eens ses ‘ise th not to as w[iiee Ver 0 it ep ty ce oe) = ‘ly to the gt can ocr FT 0,12, ia whieh trnsons ‘ase ae pe ag =This cin sina ote eee roe Example 9. Heep = pis cost dann ooo 0 is that ae Pi 00s = 6 Ph Fabs = oe Since 0 pg tthe fist estima he the second, nthe he id, ao wo ero Comeau, ete sno end sae: ‘wig adhe wo? Ad wh tt Moy ao ate ey ooking ba happen nthe chin i Example 1 reese the eas. Rant ce est aera In astaporvrd veto chek tha 6 ~ (12 1,8) ‘baby vector and in fit the only one” For ine mmr ot aa, thea a ttt? son mate Dand nt ncn Paes ‘rae Fre tenn yatta ac a Be {02m wich ma jump toate om ae ace eo ‘ein sate; at od times in iter tog 2. There a periody pots © veo ting? how ining the spleen a Prostems peta ans nome st ‘Sao ee ae "are a eb an nh hs. ho he elo ti 6 ash ene 3 1 Wace an mai) Show ht = te 4S (90.12 ProblemsWoes, lip =p acne? (OWN he inrpoe 125 BINTH AND DEATH PROCESSES IN DISCRETE TIME: ‘anbom Wars te sate spc $i, 2, Me vet equation = ls TSjetons inthe Une y= ie FOUN ager tan our Be LSE tine conning Potato ea fat met for Big ‘Pim one ofthe ont porta pei es. “Abin ond doa prcessin chart timers Mash in ith hi pope eee 8 wanton ia one mptot = Iytord + Lon) can “Thee may be nfiiely many state in Sor Say be ite, or some ses Tae ain aly ovo thc eh omy may be ose. But fora ts, {heute co jem ttt me othe ib eo thee. “ites na modo Exar ae rth ad deat cis, {Tomy noaton st bet nM = Mas ort, rm, and deat) as in ip 12.18 or ech bentaed Note tat de = andy = Dor fae), Why? ‘ow ne te nb ae patie ah mig SERIE res teny tae tt wl be ny pties nt sy eat 5 6 0&6 © rene » oo tine. The number of hes wl mp nt tse itera (nb ‘needy at th st contested fran eal nome of pes rons dorniom! +1 Thr he" Otero ptr wage Sate.” Comey (ter caning te factor) nM MOR NS he te teed FE ‘Procedure fr fling the Steady-State Probabiay Vec tage "0 0he for cash in ems The we nommataion Tey tg te tay ample 1 Salve fo fo the Marko nnn 12.1 Qo =f OF O* OFS venus eee dm (se mama Lehr ereren( ws 0-3 ery ag toy 2g tomy ge ‘15,128 Bh and Death Pacssosin Dee Te: Randorn Walls 371