You set out on a walk with three possible locations, denoted locations 1, 2 and 3. The probabilities of travelling from a specified location to the next are given by A = 0.5 0.2 0.4 0.4 0.6 0.1 0.1 0.2 0.5 If you know that you started in location 3, what is the probability that you end up at location 1 after two time periods?

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
Section: Chapter Questions
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Example 7.40:
You set out on a walk with three possible locations, denoted locations 1, 2 and 3. The
probabilities of travelling from a specified location to the next are given by
Solution.
If you know that you started in location 3, what is the probability that you end up at location 1
after two time periods?
Using the above equation, we get
To solve this we use the equation Xn+1 = AXn. Given that you began in location 3, the initial
state vector is
and subsequently
Exercise
X₁ = AX0
Probability =
A =
=
X₂ = AX₁
0.5 0.2 0.4
0.4 0.6 0.1
0.1 0.2 0.5
=
Xo
0
0.5 0.2 0.4
0.4 0.6 0.1
0.2 0.5
0.1
][
Therefore the probability of ending up in location 1 after two time periods is 0.42.
0.5 0.2 0.4
0.4 0.6 0.1
0.1 0.2 0.5
1
0.4
0.1
=
0.5
0.4
0.1
0.5
=
0.42
0.27
0.31
Refer to the example above. If you know that you started in location 2, what is the
probability that you will end up at location 1 after one time period?
Transcribed Image Text:Example 7.40: You set out on a walk with three possible locations, denoted locations 1, 2 and 3. The probabilities of travelling from a specified location to the next are given by Solution. If you know that you started in location 3, what is the probability that you end up at location 1 after two time periods? Using the above equation, we get To solve this we use the equation Xn+1 = AXn. Given that you began in location 3, the initial state vector is and subsequently Exercise X₁ = AX0 Probability = A = = X₂ = AX₁ 0.5 0.2 0.4 0.4 0.6 0.1 0.1 0.2 0.5 = Xo 0 0.5 0.2 0.4 0.4 0.6 0.1 0.2 0.5 0.1 ][ Therefore the probability of ending up in location 1 after two time periods is 0.42. 0.5 0.2 0.4 0.4 0.6 0.1 0.1 0.2 0.5 1 0.4 0.1 = 0.5 0.4 0.1 0.5 = 0.42 0.27 0.31 Refer to the example above. If you know that you started in location 2, what is the probability that you will end up at location 1 after one time period?
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