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A certain town never has two sunny days in a row. Each day is classified as being either sunny, cloudy (but dry), or rainy. If it is sunny one day, then it is equally likely to be either cloudy or rainy the next day. If it is rainy or cloudy one day, then there is one chance in two that it will be the same the next day, and if it changes then it is equally likely to be either of the other two possibilities. In the long run, what proportion of days are sunny? What proportion are cloudy?

Short Answer

Expert verified
In the long run, the proportion of sunny days is \( \frac{1}{3} \) and the proportion of cloudy days is also \( \frac{1}{3} \).

Step by step solution

01

Create the transition matrix

Create the transition matrix (P) using the provided probabilities. \[ P = \begin{bmatrix} 0 & 1/2 & 1/2 \\ 1/2 & 1/2 & 0 \\ 1/2 & 0 & 1/2 \\ \end{bmatrix} \] In this matrix, P[i][j] represents the probability of transitioning from state i to state j. For example, P[0][1] represents the probability of transitioning from Sunny (0) to Cloudy (1), which is 1/2.
02

Find the steady-state probabilities

Let X = [p_sunny, p_cloudy, p_rainy] be the steady-state probabilities of the states S, C, and R. Then we need to satisfy the following conditions: 1. X * P = X (steady-state condition) 2. p_sunny + p_cloudy + p_rainy = 1 (probabilities must add up to 1) Let's solve this system of equations to find the steady-state probabilities. Multiplying X with P: \[ [p_sunny, p_cloudy, p_rainy] \times \begin{bmatrix} 0 & 1/2 & 1/2 \\ 1/2 & 1/2 & 0 \\ 1/2 & 0 & 1/2 \\ \end{bmatrix} = [p_sunny, p_cloudy, p_rainy] \] We can now express the steady-state probabilities in the form of equations: p_sunny = (1/2)p_cloudy + (1/2)p_rainy p_cloudy = (1/2)p_sunny + (1/2)p_cloudy p_rainy = (1/2)p_sunny + (1/2)p_rainy p_sunny + p_cloudy + p_rainy = 1 Solve this system of equations to find the values of p_sunny, p_cloudy, and p_rainy.
03

Solve the system of equations

From the second and third equations above, we can deduce that p_cloudy = p_rainy. Now, we can rewrite the first equation as: p_sunny = (1/2)p_cloudy + (1/2)p_cloudy p_sunny = p_cloudy Since p_sunny + p_cloudy + p_rainy = 1, substitute the values we have found: p_sunny + p_sunny + p_sunny = 1 Now, solve for p_sunny: 3p_sunny = 1 p_sunny = 1/3 Since p_sunny = p_cloudy, we also have: p_cloudy = 1/3 Finally, we need to find p_rainy, knowing that the sum of all probabilities is 1: p_rainy = 1 - p_sunny - p_cloudy p_rainy = 1 - 1/3 - 1/3 p_rainy = 1/3
04

Determine the proportion of sunny and cloudy days

From the steady-state probabilities, we can deduce the proportion of sunny and cloudy days: In the long run: - Proportion of sunny days: p_sunny = 1/3 - Proportion of cloudy days: p_cloudy = 1/3 Therefore, in the long run, 1/3rd of the days will be sunny, and 1/3rd will be cloudy.

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Most popular questions from this chapter

Let \(P^{(1)}\) and \(P^{(2)}\) denote transition probability matrices for ergodic Markov chains having the same state space. Let \(\pi^{1}\) and \(\pi^{2}\) denote the stationary (limiting) probability vectors for the two chains. Consider a process defined as follows: (a) \(X_{0}=1 .\) A coin is then flipped and if it comes up heads, then the remaining states \(X_{1}, \ldots\) are obtained from the transition probability matrix \(P^{(1)}\) and if tails from the matrix \(P^{(2)} .\) Is \(\left\\{X_{n}, n \geqslant 0\right\\}\) a Markov chain? If \(p=\) \(P\left\\{\right.\) coin comes up heads\\}, what is \(\lim _{n \rightarrow \infty} P\left(X_{n}=i\right) ?\) (b) \(X_{0}=1\). At each stage the coin is flipped and if it comes up heads, then the next state is chosen according to \(P^{(1)}\) and if tails comes up, then it is chosen according to \(P^{(2)} .\) In this case do the successive states constitute a Markov chain? If so, determine the transition probabilities. Show by a counterexample that the limiting probabilities are not the same as in part (a).

For the Markov chain with states \(1,2,3,4\) whose transition probability matrix \(\mathbf{P}\) is as specified below find \(f_{i 3}\) and \(s_{i 3}\) for \(i=1,2,3\). $$ \mathbf{P}=\left[\begin{array}{llll} 0.4 & 0.2 & 0.1 & 0.3 \\ 0.1 & 0.5 & 0.2 & 0.2 \\ 0.3 & 0.4 & 0.2 & 0.1 \\ 0 & 0 & 0 & 1 \end{array}\right] $$

For a Markov chain \(\left\\{X_{n}, n \geqslant 0\right\\}\) with transition probabilities \(P_{i, j}\), consider the conditional probability that \(X_{n}=m\) given that the chain started at time 0 in state \(i\) and has not yet entered state \(r\) by time \(n\), where \(r\) is a specified state not equal to either \(i\) or \(m .\) We are interested in whether this conditional probability is equal to the \(n\) stage transition probability of a Markov chain whose state space does not include state \(r\) and whose transition probabilities are $$ Q_{i, j}=\frac{P_{i, j}}{1-P_{i, r}}, \quad i, j \neq r $$ Either prove the equality $$ P\left\\{X_{n}=m \mid X_{0}=i, X_{k} \neq r, k=1, \ldots, n\right\\}=Q_{i, m}^{n} $$ or construct a counterexample.

Each individual in a population of size \(N\) is, in each period, either active or inactive. If an individual is active in a period then, independent of all else, that individual will be active in the next period with probability \(\alpha .\) Similarly, if an individual is inactive in a period then, independent of all else, that individual will be inactive in the next period with probability \(\beta .\) Let \(X_{n}\) denote the number of individuals that are active in period \(n\). (a) Argue that \(X_{n}, n \geqslant 0\) is a Markov chain. (b) Find \(E\left[X_{n} \mid X_{0}=i\right]\). (c) Derive an expression for its transition probabilities. (d) Find the long-run proportion of time that exactly \(j\) people are active. Hint for \((\mathrm{d}):\) Consider first the case where \(N=1\).

Consider a Markov chain in steady state. Say that a \(k\) length run of zeroes ends at time \(m\) if $$ X_{m-k-1} \neq 0, \quad X_{m-k}=X_{m-k+1}=\ldots=X_{m-1}=0, X_{m} \neq 0 $$ Show that the probability of this event is \(\pi_{0}\left(P_{0,0}\right)^{k-1}\left(1-P_{0,0}\right)^{2}\), where \(\pi_{0}\) is the limiting probability of state 0 .

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