exercise:8e459a4a58: Difference between revisions
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(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Show that the stepping stone model (Example \ref{exam 11.1.10}) is an absorbing Markov chain. Assume that you are playing a game with red and green squares, in which your fortune at any time is equal to the proportion of red squares at that time....") |
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\newcommand{\mathds}{\mathbb}</math></div> Show that the stepping stone model ( | \newcommand{\mathds}{\mathbb}</math></div> Show that the stepping stone model ([[guide:52e01d4de7#exam 11.1.10|Example]]) is an absorbing Markov chain. Assume that you are playing a game with red and green squares, in which your fortune at any time is equal to the proportion of red squares at that time. Give an argument to show that this is a fair game in the sense that your expected winning after each step is just what it was before this step.'' Hint'': Show that for every possible outcome in which your fortune will decrease by one there is another outcome of exactly the same probability where it will increase by one. | ||
11.1.10 | |||
with | |||
red and green squares, in | |||
which your fortune at any time is equal to the proportion of red squares at | |||
that | |||
time. Give an argument to show that this is a fair game in the sense that your | |||
expected winning after each step is just what it was before this step.'' Hint'': Show that for every possible outcome in which your fortune will | |||
decrease by one there is another outcome of exactly the same probability where | |||
it will increase by one. | |||
Use this fact and the results of [[exercise:Bc093aec03 |Exercise]] to show that the probability that a particular color wins out is equal to the proportion of squares that are initially of this color. | |||
Use this fact and the results of | |||
probability that a particular color wins out is equal to the proportion of | |||
squares that are initially of this color. | |||
Latest revision as of 00:51, 16 June 2024
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Show that the stepping stone model (Example) is an absorbing Markov chain. Assume that you are playing a game with red and green squares, in which your fortune at any time is equal to the proportion of red squares at that time. Give an argument to show that this is a fair game in the sense that your expected winning after each step is just what it was before this step. Hint: Show that for every possible outcome in which your fortune will decrease by one there is another outcome of exactly the same probability where it will increase by one.
Use this fact and the results of Exercise to show that the probability that a particular color wins out is equal to the proportion of squares that are initially of this color.