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HW3
Stochastic Processes
.9
.5 .4 .1 ﺟﺎﯾﮕﺰﯾﻨﯽ .5 .4 1 ﺟﺎﺑﺠﺎﯾﯽ
(π1 π2 π3) .2 .5 .3 = (π1 π2 π3) ⟹ (π1 π2 π3) .2 .5 1 = (π1 π2 1) ⟹
π1+π 2 +π 3=1
.1 .3 .6 .1 .3 1
−.5 .4 1 −.5 0 0
ﮔﺎوﺳﯽ ﺣﺬف
(π1 π2 π3) .2 −.5 1 = (0 0 1) ⟹ (π1 π2 π3) 0.2 −.34 0 = ( 0 0 1)
47
.1 .3 1 0.1 0.38 17
17 19 11
⟹ π3 = ⇒ π2 = ⇒ π1 =
47 47 47
.5 .4 .1 ﺟﺎﯾﮕﺰﯾﻨﯽ .5 .4 1 ﺟﺎﺑﺠﺎﯾﯽ
(π1 π2 π3) .3 .4 .3 = (π1 π2 π3) ⟹ (π1 π2 π3) .3 .4 1 = (π1 π2 1) ⟹
π1+π 2 +π 3=1
.2 .2 .6 .2 .2 1
−.5 .4 1 ﮔﺎوﺳﯽ ﺣﺬف −.5 0 0
(π1 π2 π3) .3 −.6 1 = (0 0 1) ⟹ (π1 π2 π3) .3 −.36 0 = (0 0 1)
.2 .2 1 .2 .36 3
1 1 1
⟹ π3 = ⇒ π2 = ⇒ π1 =
3 3 3
ﻣﺎﺗﺮﯾﺲ ﮔﺬر اﺷﺘﺒﺎه اﺳﺖ زﯾﺮا ﻣﺠﻤﻮع اﺣﺘﻤﺎﻻت ﺑﺮای وﺿﻌﯿﺖ دوم 1 ،ﻧﻤﯽﺷﻮد.
.10
−.3 0 .3 1 −.3 0 0 0
.2 −.5 .3 1 ﮔﺎوﺳﯽ ﺣﺬف .2 −.5 0 0
π = (0 0 0 1) ⟹ π = (0 0 0 1)
.1 .2 −.6 1 .1 .2 −.3 0
0 .3 0 1 0 .3 .3 4
1 1 1 1
⟹ π4 = ⇒ π3 = ⇒ π2 = ⇒ π1 =
4 4 4 4
.11
(a
.2 .4 .4 ﺟﺎﯾﮕﺰﯾﻨﯽ .2 .4 1 ﺟﺎﺑﺠﺎﯾﯽ
(π1 π2 π3) .1 .6 .3 = (π1 π2 π3) ⟹ (π1 π2 π3) .1 .6 1 = (π1 π2 1) ⟹
π1+π 2 +π 3=1
.2 .6 .2 .2 .6 1
−.8 .4 1 −.8 0 0
ﮔﺎوﺳﯽ ﺣﺬف
(π1 π2 π3) .1 −.4 1 = (0 0 1) ⟹ (π1 π2 π3) .1 −.35 0 = ( 0 0 1)
7
.2 .6 1 .2 .7 2
2 4 1
⟹ π3 = ⇒ π2 = ⇒ π1 =
7 7 7
.( ﺑﻠﻪb
2
π (1) ⋅ p(1,2) = π (2) ⋅ p(2,1) = 35
2
π (1) ⋅ p(1,3) = π (3) ⋅ p(3,1) = 35
⟹ ∀x,y π (x) ⋅ p(x, y) = π (y) ⋅ p(y, x)
6
π (2) ⋅ p(2,3) = π (3) ⋅ p(3,2) = 35
.12
(a
0 1 0 0 0 0 0 1 0 0 0 1
1 8 16 1 8 16
25 25 25
0 0 0 25 25 25
0 0 1
4 12 9 4 12 9
0 0 0 ﺟﺎﯾﮕﺰﯾﻨﯽ ﺑﺎ 0 0 1 ﺟﺎﺑﺠﺎﯾﯽ
⟹ )= (π1 π2 π3 π4 π5 1
25 25 25 25 25 25
π 9 12 4
=π ⟹ π 9 12 4
0 0 25 25 25
0 ∑ πi =1 0 0 25 25 25
1
16 8 1 16 8
0 0 0 25 25 25
0 0 0 25 25
1
0 0 0 0 1 0 0 0 0 0 1 1
−1 1 0 0 0 1 −1 0 0 0 0 0
1
1
25
− 17
25
16
25
0 0 1 25
− 16
25
0 0 0 0
4 9 4 9
0 25
− 13
25 25
0 1 ﺣﺬف ﮔﺎوﺳﯽ 0 25
− 25 0 0 0
π 9 13 4
)= (0 0 0 0 0 1 ⟹ π 9 4
)= (0 0 0 0 0 1
0 0 25
− 25 25
1 0 0 25
− 25 0 0
16 16 1
0 0 0 25
− 17
25
1 0 0 0 25
− 25 0
0 0 0 0 1 1 0 0 0 0 1 252
(b
از آﻧﺠﺎﯾﯽ ﮐﻪ ﻣﺎﺗﺮﯾﺲ ﮔﺬر Doubly Stochastic ،اﺳﺖ )زﯾﺮا ﺟﻤﻊ ﺳﺘﻮنﻫﺎ ﻧﯿﺰ ﺑﺮاﺑﺮ ١اﺳﺖ( ،در ﻧﺘﯿﺠﻪ ﺗﻮزﯾﻊ π
ﯾﮑﻨﻮاﺧﺖ اﺳﺖ .ﭘﺲ:
1
= ⟹ π1 = π2 = π3 = π4 = π5 = π6
6
(c