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1) MARKOV CHAINS

states and at any one time, the system is in one and only one of its n states.

The simplest example is that of independent and identically distributed

random variables. In this case, Xn describes the outcome of a repeated

experiment, at the nth trial. In such systems, the future states of the systems

is independent of past and present states. In most other systems that arise in

practice past and present states inﬂuence the evolution of the system, hence

the future states.

Obviously, if present and past systems determine the future states of the

system uniquely, it means that there is not randomness in the system from

that time on. Such a system is called Markov Chain or Markov Process. A

Markov Chains is a process that consists of a finite number of states and

some known possibilities Pij where Pij is the probability of moving from state j

to state i. Let us clarify the definition of this process using the example below:

Example :

Age Distribution of Trees in a Forest

Trees in a forest are assumed in this simple model to fall into four age groups:

b(k) denotes the number of baby trees in the forest (age group 0 – 15 years)

at a given time period k, similarly y(k), m(k) and o(k) denote the number of

young trees (16-30 years of age), middle-aged trees (age 31-45) and old

trees (older than 45 years of age) respectively. The length of one time period

is 15 years. How does the age distribution change from one time period to the

next ? The model makes the following three assumptions :

A certain percentage of trees in each age group dies

Surviving trees enter into the next age group, old trees remain old

Lost trees are replaced by baby trees.

b(k+1) = db . b(k) +dy . y(k) + dm . m(k) + do . o(K)

y(k+1) = (1-db) b(k)

m(k+1) = (1-dy) y(k)

o(k+1) = (1-dm)m(k) + (1-do)o(k)

Let

b(k)

x(k) = y(k)

m(k)

o(k)

db dy dm

Consider the matrix

do

1-db 0 0

A= 0

0 1-dy 0

0

0 0 1-dm

1-do

Then we have

x(k+1) = A. x(k)

is a stochastic

0.2 matrix.

0.3If db = 0.1 , dy = 0.2, dm = 0.3

and do = 0.4, then 0.4

0.9 0 0

0

A= 0 0.8 0

0

0 0 0.7

0.6

After calculation, we find the steady state vector for the age distribution in the

forest :

1

1 0.9

P=

3.88

0.72

1.26

Assume a total tree population of 50,000 trees. Suppose the forest is newly

planted :-

50, 000

x(0) = 0

0

0

After 15 years, the age distribution in the forest is given by

0.4

0.9 0 0

0

x(1) = 0 0.8 0

0

0 0 0.7

0.6

0.1

0.9

x(0) = 50 000

0

0

After 30 years we have0.4

0.9 0 0 0.19

0

x(2) = 0 0.8 0 x(1) = 0.09

0

0 0 0.7 0.72

0.6 0

And after 45 years

0.19

x(3) = 50 000

0.09

0.72

0

0.1 0.2 0.3

After 15n years, where n = 1,2 …….the age distribution in the forest is given by

0.4

0.9 0 0 n

x(n) = 0

0 0.8 0

0

0 0.1 0 0.2 0.7 0.3

0.6 0.4

0.9 0 0 n

x(0) = 50 000 1

0

0

0 0.8 0

0

0

0

0 0 0.7

0.6

So the problem is to find the nth power of the matrix A.We have seen that

diagonalization technique may be helpful to solve this problem. Another problem

deals with the long term behavior of the sequence (n) when n gets large.

2) LINEAR ECONOMIC MODEL

Definition :

Quantity Supplied : amount of good that sellers are willing and able to sell

Supply curve : upward sloping line relating price to quantity supplied

Quantity demanded : amount of good that buyers are willing and able to buy

Demand curve : downward sloping line relating price to quantity demanded

Market equilibrium : quantity demand = quantity supply

Example :

Supply and demand model :

q = a0 – a1 (p+t) +a2y

q = B0 +B1p + B2w

where q is quantity, p is the pre-tax price, t is a lump sum tax, y is income and w

is weather and all the a and B parameters are positive constants

Behavioural equations :

q = a0 – a1 (p+t) +a2y

q = B0 +B1p + B2w

We could write this model as a three equation model with two behavioural

equation and one identity :

qd = a0 – a1 (p+t) +a2y

qs = B0 +B1p + B2w

qs = qd

q and p are endogenous variables , t, y and w are the exegonous variables the

variables which are given from outside the model.

Example of question :

Consider the following simple closed linear economic model (numerical example)

Y=C+I

C = 100 + 0.6Y

I = 20 + 0.15Y

The model can be written in matrix form as

1 -1 -1 Y 0

=

-0.6 1 0 C 100

-0.15 0 1 I 20

This takes the form A x = b, where x is the vector of variables, A is the matrix of

coefficients and b is the vector of constants. Premultiplying both sides of the

equation by the inverse of A will enable us to solve the system.

4 4 4

480

Y 2.4 3.4 0

C = 2.4 100 =

388

I 0.6 0.6 20

1.6

92

Now let’s look at the general version of this model, i.e. where the numerical

values of

the parameters and constants are not known, but are denoted by symbols.

Y =C+I

C = a + bY

I = e + fY

0.1 0.2 0.3

1 -1 -1 0.4 Y 0

=

-b 1 0 0.9 C 0 0 a

-f 0 1 0 I e

0 0.8 0

0

0 0 0.7

If we find the inverse of the A matrix of coefficients then we can solve for Y, C

and I

1 1 1

1 − (b + f ) 1 − (b + f ) 1 − (b + f )

Y

= 0

C 1 1 1 a

I 1 − (b + f ) 1 − (b + f ) 1 − (b + f )

e

1 1 1

1 − (b + f ) 1 − (b + f ) 1 − (b + f )

a+e

1

be + a(1-f)

= 1 −(b + f )

af + e (1-b)

e

upon) the parameters and the constants. Note: a positive solution exists provided

we have the additional restriction on the parameters: (b+f) < 1

3) POPULATION GROWTH

Linear Algebra is also useful in a variety of real-world applications

including population growth which is one of the field in biology. A population

could be defined as ‘a group of plants, animals, or other organism’ that live

together and reproduce (Gotelli, 1995). The simplest form of the population

model is the exponential growth model. While exponential growth models work

wells for certain organism like bacteria that continually grow and divide they

become less accurate when we consider other organisms that go through

different stages as they age.

matrix often called as the Leslie Matrix after Patrick Holt Leslie combines fertility

and survivorship information for an age-structured population. The Leslie Matrix

is constructed with the fertility values (fi) in the first row and the survivorship

probabilities (pi) along the subdiagonal with zeros everywhere else. The Leslie

models describes the growth of the female portion of a population which is

assumed to have a maximum lifespan. Using data about the average birthrates

and survival probabilities of each class the model is then able to determine the

growth of the population over time.

Example :

trees and adult trees.

St = Seeds at time t

SEEDS

Nt = seedling at time t

SEEDLING

2) Each year every individual either dies, remains in the same stages or

advances to the next stages. Young and adult trees produce seeds.

SEEDS

ps

qs

SEEDLING pn

fy qn

YOUNG TREE

py

fa qy

ADULT TREE

pa

Transition to next stage with probability q

Or dies with probability 1-p-q

Young and adult trees reproduce – creating an average of f seeds

Therefore, each term additive and proportional to source

St+1 = faAt +fyYt + psSt

Nt+1 = qsSt + pnNt

Yt+1 = qnNt + pyYt

At+1 = qyYt + paAt

Matrix Formulation :

St+1 = ps . St + 0 . Nt + fy .Yt + fa .At

Nt+1 = qs .St + pn .Nt + 0 . Yt + 0 .At

Yt+1 = 0. St + qn . Nt + py .Yt + 0 .At

At+1 = 0. St + 0 . Nt + qy . Yt + pa . At

ps 0 fy

Xt+1 = PXt

fa

Xt = St P= qs pn 0

Nt 0

0 qn py

Yt

0

At

0 0 qy

pa

This is the exmple of how matrix could be used in population growth. We could

see that not only can matrices provide an excellent way to keep track of changes

in age structured population but the application of linear algebra techniques

reveal certain biologically relevant characteristics.

An error correcting code is an algorithm for expressing a sequence of

numbers such that any errors which are introduced can be detected and

corrected based on the remaining numbers. It always used in CD players, high

speed modems, and cellular phones.

Example :

Show that the law a + a holds for all a in F2.

Let's now choose a field of numbers to work with - it could be Q or it

could be F2, for example.

In order to be as nonspecific as possible, we'll call itK. Then we can think about

vectors with components in K. These are objects of the form (1, 0) or (0, 1, 0), or

(0, 1, 0, 1), etc.

More generally, a vector is an n-tuple (a1, a2, ……., an), and we call the set of all

such vectors Kn

The good thing about vectors is that they can be added. We do this by

adding their components:

(a1 , a2 , ….. , an) + (b1, b2 , …. , bn) = (a1 + b1, a2 + b2,….. , an + bn)

(0, 1, 1, 0) + (1, 0, 1, 0) = (0 + 1, 1 + 0, 1 + 1, 0 + 0) = (1, 1, 0, 0)

nents, then add up the results.

(a1, a2,…..., an) . (b1, b2, ….. , bn) = a1b1 + a2b2 + ….. + anbn

This is called the dot product.

For example,

(1, 1, 1, 0) . (1, 0, 1, 0) = 1 + 0 + 1 + 0 = 0

If we put elements of a field into a rectangular array, we get something called

a matrix. Below is a matrix with four rows and four columns, and we have shown

1 1 0

how to multiply it by a four by one matrix, which we think of as a vector.

0

0 1 1 1 0

0 1 0

=

0 0 1 1 0

1 1 1

1 0 0

0

The multiplication rule is simple: to get i-th element of the product, take the

dot product of the i-th row of the matrix with the given vector. Thus the first

element of the product is

(1, 1, 0, 0) . (1, 1, 1, 1) = 1 + 1 + 0 + 0 = 0

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