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Markov Chain

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Prabhas J
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0% found this document useful (0 votes)
26 views18 pages

Markov Chain

Ot notes

Uploaded by

Prabhas J
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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__CHAPTER. IL SATURDAY ee MAREOV. CHAIN & SIMULATION TECHN [AVES A. y Se of event. Cur outcow et) Tin whitch an event epends Ss won jhe jmuiciate precede. cat Lonly bute ee catlediasia 26) “wot on the. se peter Boren f Markov i pxamples . a) The. market chave for ao produce A month. | by tenditonof machina to be- eee far | back Week _Stabes ae cy fern jp tencick of . reveral nuk er . waite. a oukcomes oMeA ago “sta tae OTT ae exclusive. is st Notes Types 0 f Sin te ek fh. D Absorbing. idahes = __f there we tundaney to leave the stake. &) None Abe orbing. efate: t it ther ws an danuy to \eave, the 3 : * Transition _frobabildhec : “The probabilities of the cysts chanae. fm | stake C1) fp stah Cj) vo enlled a Franitt | grobecbilany Transition ar UA matrix ong states An ove zealed 4 the states lt next period , Alma site tee _ Aransition ohabilitvest behw een Wen os Transithon Matix. fae Unblig . Ero nepl prangihion Mabix jf over a Time, a ound that Jor of the cndomers wey brand A wontinune to wee Kb next year we 20% cwft fo brand & ond 10% tec, : Fied\arly :, (6% of cattomers wring f cerent fo use! it while 2x era” sift to C. for C S74 am veining whole _ ROY gre lost pA ‘and (ee ih 6 = 07 grip ate P 3 Foas O60 ote SOR or0g¢- 0-76 - ane Et ae jnitial pow the vn [foe bilities) for the wuitral pert re Hume, 2 ft iwk , the marked chayre ei brands Ay, B Carn so ,204 “resp: then the jwilkal tevnditien © Fur 5 4 pened neo) “a - Roe Los 0:8 02] | the Stak probe Liles for FM pertod | Markov hain can be. weed. _ for prediching [ fubyes : , |-_Thus, if BBs Ag ek. represent the pr a bilifie, for varlouc clater jn the imbal period Cnz0) | we can. represent them by. mw matyx ac- [aa aEY Oa] cee state probabilities for the next period ster: W=1) hon vila. Stake probabil foy n= 2.%y. = Ry x p> wher p* Spe ok fe Notes | ExAMplere— 90, where the presenh fe 7 brands of se of. tate OF sft a et Ss ve J Qnd 10% seep. ALO, t eps | io, basis of chift pwbability ? trix ae & “4 B Oe a oy 0 o*) pe-g{ rg oe } clo} 6+) 6:8 } . Ro oe oe ot J “Hence their market chore after 1 year jee for n=) Ry =LRo-¥-P xs S. r 1 - imibtad condiin, a 0-J- 0-2 —0--F = Ry = os 0-38 on) x pe Ot oe | oS 0:) oy” 20-6 = [owa+ 0:06%0 +0) ODF O1eF ODD 0-0 640-0 640-8 7 [ o-4g 0-3} 0-20 | 7 The market Phare of A, Sic “in. tae next year wit be 49% 31% and 20% wap, i ~_Hvailarly market ehare after 2 years i.e. for =? 1 wi be, i ia OM thes le . 2: RP. a mi Ro = [0.44 03) 0.2 Wy Hest i ie oo : = [9-4es 0-304 0.271 7 SUNDAY Evawple 2: _ a Sei A. markelrecearch organization studied. il the...car...purchacing trends, dana Cerin = region otk oa Dindadas that_a new 60-308 wicoo tat te i phcdia ted ald average, once wiery . sax. The" Bitern of. the..cuch mers. A. rh gee" E of the current enmall_car owners, 804. will. | veplace. the cay gad nw Heo eunall.cay..aund 207 With ov large. Car... &inailacrl 60.%...0f. the. large. a carcwhere wi replace it with a.emal car while. 40.%..with replace h.with.anothor. lar car... Agsumu' the markek..and..the. perferunce_ numaining same— a)Construct the. transition. matyr. 7 byt, theme drecurrently.. 40000 smaaldcavs ound. 20000 Lavae eave in the rugion_whal- on be the dithibulen vn Say enee fron, ©. “pind the _probabi iliby that a person p | ast! . Sanad..colee wilh. “re . “lage = \ neal to. rhe Solution « aa —Traaation Matix Care Ce. for n=0)| on “gun-Cars-a 40200 ~40000 QD Onn 0OD+ 20000 "60000 | C ha & _naxvad = 2/¢ oreo wo fargeCars.o— 22000 20000 Ve AY 40000 + 2000Dd 60000 = [a wd. of Cars ather & yes ned Cas AY 064 tO 2 olstooe J. - [obs Fo2G ole + O16 1_| foe 924 Lo 72 0:28 | a | . eye PG Ore G~ sok : : Eee ere 747 oF ase] a ae cars after € years = 0: oe 60006 = 44820 ' co a HT Wel i TSA aT BWW Hie a SS TUESDAY as se | Cie. at ec) Probab iLity that a percon resehtby No. sf larg e care afer € yearo = 0-253x 60000 = If, 18D nso) meta a eral cory whe bug age Cav In. the” next te next purchace / j theee fwd. : _ We. SA, 50 aaa eee Example & breakfact foo wehases ha ofiven below : A ae ona! i brand... 60 of. > equatiovs , ewan [taneously | the values of soa hate _polabil i Maret ore — made on two “brows ar ‘A and B. Every Hae a cush wer The teanaihon “na tox d na fame b “gwitla to “canter ¥ ead Dehor nad wien Waar! mo state... —_— _ [WEDNESDAY eople. Tye brands Atnd. ket chara “ 0 aia —a 7 7 7 5a THURSDAY | Solving , we ae 5 (AST = Latayees oper put] Se eee O8AtOE bE w& 5 -02A4 0-6b = O a2a-b6b = 0 b ‘ aA- 3b = 0 -® { O.2A4F0-GL = b | 102A — O-6b=0 | : Qe eo Also we have [ ah bos] pee aha ae 3 b -@ 1 gs ee vhs 1G =9-25 as Yy =0.76 A | o Markef chares of Fj and R ak ready State. faitnes 5% and wy x Example 4 * ' : Markel eave of brand A,B Cam 0%, 207. nd MK, Chstomey eft their brandy rand a L switching . maty wre Mg, nig ttt quar ter we givers, bel ne, aa “| SX 0% a0x : B/ ty 70% 107 one iSily 20%, | 20Y boy 7 find” market Shave ab fhe end of He quarter. March 2015 “Gution® Here we have, | pray for the present year Cn=0 ) a ir 0-2 J... Taber 6 Zw]. 08g 08 ign a0 Wo 7 - : Marke 4 Aare of tre end of Annee a ean e, | \ ' etesulaber anon isa metho dolog 4y E develowr i a modelof aria oychim and them peste if with «view. dp pred —uxperiment , behavior of the_ ta oven. the ee affine Examples: D Predicting _ for nend. 29. predicting LC : Salen figure. ae 5 the _ “lua oF “sales based on. n pas SATURDAY | Process_oF _eimulahon, bl Aehwifton 7 an Development of appinpninl ‘wodel of n A systonn sol acne: enormons aon 066-299 WK-10 ett na. : a expe tahon Cnanipolabion ) with Hee model . q & jnterprelahion of the reel, % > inal ge model. aa wance | if required. | Advantages of Bwuilalion : ee Useful for analyzi ene. eycteme where _ __treditioneh. aa thelna: ee cannot be weed. &) Easy to use, flenible %& lees txpensive. 3) Rsk. of tuberberence wlth. the real. world Geb. apotded bractive effectof individual = bo. weed. tshudtedi. ‘adit nga of Eimutahion 1)Doeeuok give opttmal . ponte Tips algh nah as solutions. Inet ).. ram pli cate, & oH eae 2) dass pare titimnd vba toncunning tack. tempo end | | | | Glemewls of Simulation Medel . SUNDAY payin Zn a sad jody Tpke the logic. k mules which governs ———— 3 el. 067-298 WK-! : the Mod work data Sheek a a It de. the cheek used. te. record the ree wth of gimmudahion..& are.ntedto.obtain further — _ nets. a pais yp ant Ratt | Steps vm Monte Carlo Amulatin D dea Fy Hae.Inpuk.vanables,.cobec dats on them amol....wxite_probability...dicht bwbton far Hea... This represells Smulahon Model. 2) Rewsihe. the cunulative...prbabilitydacbik Identify. the mandomno...iabenral torre pondd —_te__thece. i Rare Pe TW peaves o OD TIO 9B ODD. ID...) seen 4) Prepare a table for mundom..wo.t. ond. the _ —Utpeched (-a'vaulated_valves of the. input variables, 5) Generahe. Wo randon nbut....trem tthe random Me table. Cif mato ven)... for. each mundo. Wo. jdentity. ibe radndoma..wo.. Iwhervad.. And. ~then.the cbrresponding..valueof the impute ip pte varctale.vie_the..etmaubared vale. 8 Pincese Tha_aimulated.informahon & then we at SMmmeri ze & Interpret the daly. a i Pebeniity ; oan weh the cakes AL given below Use. the. follaal . t emulahe the demand. for Alco fwd the average demand _for.3 “CRandsm nos: 28, 39, 65,28, we sequence, tela OS 9. 1 Plot iD + 304d 410430 i 124: : I operator ftndc thaf duting A. tourich. cay 11 the past few wonths, the care uce | s varied go much That the cost of the cay varkd Lomerderably, ie 970995 WEN WA Qt ytatd and act 200 das Sy phe dbs t During the Frruchwated at below i ak ar Sim e the. the_ car Jo-week perlor, Veet down nos. 82 96 18 4 20, 84,56, 0S WEDNESDAY | Example 2, ; THURSDAY 12 4 Bi fie a sé s Dan f 4 aa! oe bas i 4 ieee Z ! 2 a | \wsdla bh Org Tohel = 28 fox the. CAY.. fox He The simulated demand. 0 @pivied am... the. next... 1D. weeks. pexio “Total clenrasnd 2B mo foes Average > : oe noe ears Leek. Exauple 3AM Sea production line. Turns... owt about “Ib caxs/Aay bat deviatioms..0.0cure..... owing tp mawyy...cAULe« poductiow Ao. WAo.re. nceuTately describe by _the poy dlehihetn : Given “bem - — duchon./. ie iid ‘ie ate Flwished care are france] Na FRIDAY no.of cars mang what will be the average mo.of emp on the shup v 47,02, 60, 66, cae Koa) pS =e 86,2439, 47 the bay at the end of ferry, if has space for only Jo} ' cars what wil be the average to be ew ped and | Spale. The simulated. omductom of. fos tte, SATURDAY newt dS. li ne zine on te . __ /MARTIB| ‘living age Random prductin/. No. of cars | No. ole Numbers | Bay ee iS Se Ooo 3 80. loo a bE Jo | eects ce 5 )ou pees se 0D | So: _\00 cae 44. ae ee _\eo eed Ss) _|00_ ul 04 4G ia jie 108 13 24 4 ra ee 44 ar 47 100 ieee Diet tng to be ch 06 ie ene hg no, a aay rn ae ig

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