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Consider a finite population (of fixed size \(N\) ) of individuals of possible types \(A\) and \(a\) undergoing the following growth process. At instants of time \(t_{1}

Short Answer

Expert verified
The transition probabilities for the Markov chain {X_n} are: - P(j to j+1) = \( (\frac{(N-j) \mu_2}{B_j}) (\frac{j}{N}) \) - P(j to j-1) = \( (\frac{j \mu_1}{B_j}) (\frac{N-j}{N}) \)

Step by step solution

01

Analyze given probabilities

At time \(t_n\), we have j A's and (N-j) a's in the population. - Probability that an A individual dies := \( \frac{j \mu_1}{B_j}\) - Probability that an a individual dies := \( \frac{(N-j) \mu_2}{B_j}\) Where \(B_j = \mu_1 j + \mu_2 (N-j)\). - Probability that the new individual is A := \( \frac{j}{N}\) - Probability that the new individual is a := \( \frac{N-j}{N}\)
02

Compute transition probabilities

Recall that the transition probability is the probability of moving from one state to another in a Markov chain. In this case, we want to find the probability of moving from j A's to j+1 A's, and from j A's to j-1 A's in one step.
03

Step 2a: Transition probability from j A's to j+1 A's

To get to j+1 A's, an a individual must die, and the new individual must be an A. - Probability of an a dying = \( \frac{(N-j) \mu_2}{B_j}\) - Probability of new individual being A = \( \frac{j}{N}\) So, the transition probability P(j to j+1) := \( (\frac{(N-j) \mu_2}{B_j}) (\frac{j}{N}) \)
04

Step 2b: Transition probability from j A's to j-1 A's

To get to j-1 A's, an A individual must die, and the new individual must be an a. - Probability of an A dying = \( \frac{j \mu_1}{B_j}\) - Probability of new individual being a = \( \frac{N-j}{N}\) So, the transition probability P(j to j-1) := \( (\frac{j \mu_1}{B_j}) (\frac{N-j}{N}) \)
05

Write down the transition probabilities

The transition probabilities for the Markov chain {X_n} are: - P(j to j+1) = \( (\frac{(N-j) \mu_2}{B_j}) (\frac{j}{N}) \) - P(j to j-1) = \( (\frac{j \mu_1}{B_j}) (\frac{N-j}{N}) \)

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Most popular questions from this chapter

If \(\mathbf{P}\) is a finite Markov matrix, we define \(\mu(\mathbf{P})=\max _{i_{1}, i_{2} j}\left(P_{i_{1}, j}-P_{I_{2}, j}\right)\). Suppose \(P_{1}, P_{2}, \ldots, P_{k}\) are \(3 \times 3\) transition matrices of irreducible aperiodic Markov chains. Asbume furthermore that for any set of integers \(\alpha_{i}\left(1 \leq \alpha_{l} \leq k\right)\), \(i=1,2, \ldots, m, \Pi_{i=1}^{m_{1}} \mathbf{P}_{\alpha_{i}}\) is also the matrix of an aperiodic irreducible Markov chain. Prove that, for every \(\varepsilon>0\), there exists an \(M(\varepsilon)\) such that \(m>M\) implies $$ \mu\left(\prod_{i=1}^{m} \mathbf{P}_{\alpha_{i}}\right)<\varepsilon \quad \text { for any set } \alpha_{i}\left(1 \leq \alpha_{i} \leq k\right) \quad i=1,2, \ldots, m $$

Consider an irreducible Markov chain with a finite set of states \(\\{1,2, \ldots, N\\}\). Let \(\left\|P_{i j}\right\|\) be the transition probability matrix of the Markov chain and denote by \(\left\\{\pi_{j}\right\\}\) the stationary distribution of the process. Let \(\left\|P_{i j}^{(m)}\right\|\) denote the \(m\)-step transition probability matrix. Let \(\varphi(x)\) be a concave function on \(x \geq 0\) and define $$ E_{m}=\sum_{j=1}^{N} \pi_{j} \varphi\left(P_{j t}^{(m)}\right) \quad \text { with } l \text { fixed. } $$ Prove that \(E_{m}\) is a nondecreasing function of \(m\), i.e., \(E_{m+1} \geq E_{m}\) for all \(m \geq 1\)

Consider a discrete time Markov chain with states \(0,1, \ldots, N\) whose matrix has elements $$ P_{i j}=\left\\{\begin{array}{cc} \mu_{i}, & j=i-1 \\ \lambda_{i}, & j=i+1 ; \quad i, j=0,1, \ldots, N . \\ 1-\lambda_{i}-\mu_{i}, & j=i \\ 0, & |j-i|>1 \end{array}\right. $$ Suppose that \(\mu_{0}=\lambda_{0}=\mu_{N}=\lambda_{N}=0\), and all other \(\mu_{i}^{\prime} s\) and \(\lambda_{i}\) 's are positive, and that the initial state of the process is \(k\). Determine the absorption probabilities at 0 and \(N\).

Generalized Pólya Urn Scheme. In an urn containing \(a\) white and \(b\) black balls we select a ball at random. If a white ball is selected we return it and add \(\alpha\) white and \(\beta\) black to the urn and if a black ball is selected we return it and add \(\gamma\) white and \(\delta\) black, where \(\alpha+\beta=\gamma+\delta\). The process is repeated. Let \(X_{n}\) be the number of selections that are white among the first \(n\) repetitions. (i) If \(P_{n, k}=\operatorname{Pr}\left\\{X_{n}=k\right\\}\) and \(\varphi_{n}(x)=\sum_{k=0}^{n} P_{n, k} x^{k}\) establish the identity $$ \begin{array}{r} \varphi_{n}(x)=\frac{(\alpha-\gamma)\left(x^{2}-x\right)}{(n-1)(\alpha+\beta)+a+b} \varphi_{n-1}^{\prime}(x) \\ +\frac{\\{x[(n-1) \gamma+a]+b+(n-1) \delta\\}}{(n-1)(\alpha+\beta)+a+b} \varphi_{n-1}(x) \end{array} $$ (ii) Prove the limit relation \(E\left(X_{n} / n\right) \rightarrow \gamma /(\beta+\gamma)\) as \(n \rightarrow \infty\).

Consider the following random walk: $$ \begin{array}{llll} P_{i, i+1} & =p & \text { with } \quad 0

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