The probability of reaching the absorbing states from a particular transient state?

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4












$begingroup$


Can I use the data available from MarkovProcessProperties to compute the probability of reaching each of the absorbing states from a particular transient state?



In an earlier post, kglr showed a solution involving the probabilities from State 1. Can that solution be amended easily to compute the probabilities from any of the transient states?










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$endgroup$











  • $begingroup$
    Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
    $endgroup$
    – Sjoerd Smit
    Feb 26 at 13:56










  • $begingroup$
    I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
    $endgroup$
    – user120911
    Feb 26 at 14:20















4












$begingroup$


Can I use the data available from MarkovProcessProperties to compute the probability of reaching each of the absorbing states from a particular transient state?



In an earlier post, kglr showed a solution involving the probabilities from State 1. Can that solution be amended easily to compute the probabilities from any of the transient states?










share|improve this question











$endgroup$











  • $begingroup$
    Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
    $endgroup$
    – Sjoerd Smit
    Feb 26 at 13:56










  • $begingroup$
    I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
    $endgroup$
    – user120911
    Feb 26 at 14:20













4












4








4





$begingroup$


Can I use the data available from MarkovProcessProperties to compute the probability of reaching each of the absorbing states from a particular transient state?



In an earlier post, kglr showed a solution involving the probabilities from State 1. Can that solution be amended easily to compute the probabilities from any of the transient states?










share|improve this question











$endgroup$




Can I use the data available from MarkovProcessProperties to compute the probability of reaching each of the absorbing states from a particular transient state?



In an earlier post, kglr showed a solution involving the probabilities from State 1. Can that solution be amended easily to compute the probabilities from any of the transient states?







markov-chains markov-process






share|improve this question















share|improve this question













share|improve this question




share|improve this question








edited Feb 26 at 13:45







user120911

















asked Feb 26 at 13:35









user120911user120911

75128




75128











  • $begingroup$
    Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
    $endgroup$
    – Sjoerd Smit
    Feb 26 at 13:56










  • $begingroup$
    I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
    $endgroup$
    – user120911
    Feb 26 at 14:20
















  • $begingroup$
    Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
    $endgroup$
    – Sjoerd Smit
    Feb 26 at 13:56










  • $begingroup$
    I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
    $endgroup$
    – user120911
    Feb 26 at 14:20















$begingroup$
Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
$endgroup$
– Sjoerd Smit
Feb 26 at 13:56




$begingroup$
Do you mean something like this? StationaryDistribution[DiscreteMarkovProcess[1,0,0,0,1/2,1/2,0,1,0,0,0,1]]
$endgroup$
– Sjoerd Smit
Feb 26 at 13:56












$begingroup$
I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
$endgroup$
– user120911
Feb 26 at 14:20




$begingroup$
I am looking for a solution like the one shown by kglr in the link, but which is more dynamic because it offers the possibility of specifying the particular transient state to be examined.
$endgroup$
– user120911
Feb 26 at 14:20










1 Answer
1






active

oldest

votes


















5












$begingroup$

proc = DiscreteMarkovProcess[1, 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0., 0., 
0., 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0.,
0., 0., 0., 0.5, 0., 0., 0.5, 0., 0., 0.,
0., 0., 0., 1., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0.5, 0., 0.5, 0., 0.,
0., 0., 0., 0., 0., 0., 0.5, 0., 0.5, 0.,
0., 0., 0., 0., 0., 0., 1., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.5, 0.5,
0., 0., 0., 0., 0., 0., 0., 0., 1., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 1.];

Graph[proc]


enter image description here



tr, ab, ltm = MarkovProcessProperties[proc, #] & /@ 
"TransientClasses", "AbsorbingClasses", "LimitTransitionMatrix";

TeXForm @ TableForm[ltm[[Flatten@tr, Flatten@ab]],
TableHeadings -> Flatten@tr, Flatten@ab]



$beginarrayccccc
& 4 & 7 & 9 & 10 \
3 & 0.5 & 0.5 & 0. & 0. \
6 & 0. & 0.5 & 0.5 & 0. \
2 & 0.25 & 0.5 & 0.25 & 0. \
8 & 0. & 0. & 0.5 & 0.5 \
5 & 0. & 0.25 & 0.5 & 0.25 \
1 & 0.125 & 0.375 & 0.375 & 0.125 \
endarray$




Update: "Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6."



The 6th row of ltm contains the desired probabilities:



ltm[[6, Flatten@ab]]



0., 0.5, 0.5, 0.







share|improve this answer











$endgroup$












  • $begingroup$
    Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
    $endgroup$
    – user120911
    Feb 27 at 0:53






  • 1




    $begingroup$
    @user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
    $endgroup$
    – kglr
    Feb 27 at 0:59










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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









5












$begingroup$

proc = DiscreteMarkovProcess[1, 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0., 0., 
0., 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0.,
0., 0., 0., 0.5, 0., 0., 0.5, 0., 0., 0.,
0., 0., 0., 1., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0.5, 0., 0.5, 0., 0.,
0., 0., 0., 0., 0., 0., 0.5, 0., 0.5, 0.,
0., 0., 0., 0., 0., 0., 1., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.5, 0.5,
0., 0., 0., 0., 0., 0., 0., 0., 1., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 1.];

Graph[proc]


enter image description here



tr, ab, ltm = MarkovProcessProperties[proc, #] & /@ 
"TransientClasses", "AbsorbingClasses", "LimitTransitionMatrix";

TeXForm @ TableForm[ltm[[Flatten@tr, Flatten@ab]],
TableHeadings -> Flatten@tr, Flatten@ab]



$beginarrayccccc
& 4 & 7 & 9 & 10 \
3 & 0.5 & 0.5 & 0. & 0. \
6 & 0. & 0.5 & 0.5 & 0. \
2 & 0.25 & 0.5 & 0.25 & 0. \
8 & 0. & 0. & 0.5 & 0.5 \
5 & 0. & 0.25 & 0.5 & 0.25 \
1 & 0.125 & 0.375 & 0.375 & 0.125 \
endarray$




Update: "Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6."



The 6th row of ltm contains the desired probabilities:



ltm[[6, Flatten@ab]]



0., 0.5, 0.5, 0.







share|improve this answer











$endgroup$












  • $begingroup$
    Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
    $endgroup$
    – user120911
    Feb 27 at 0:53






  • 1




    $begingroup$
    @user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
    $endgroup$
    – kglr
    Feb 27 at 0:59















5












$begingroup$

proc = DiscreteMarkovProcess[1, 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0., 0., 
0., 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0.,
0., 0., 0., 0.5, 0., 0., 0.5, 0., 0., 0.,
0., 0., 0., 1., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0.5, 0., 0.5, 0., 0.,
0., 0., 0., 0., 0., 0., 0.5, 0., 0.5, 0.,
0., 0., 0., 0., 0., 0., 1., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.5, 0.5,
0., 0., 0., 0., 0., 0., 0., 0., 1., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 1.];

Graph[proc]


enter image description here



tr, ab, ltm = MarkovProcessProperties[proc, #] & /@ 
"TransientClasses", "AbsorbingClasses", "LimitTransitionMatrix";

TeXForm @ TableForm[ltm[[Flatten@tr, Flatten@ab]],
TableHeadings -> Flatten@tr, Flatten@ab]



$beginarrayccccc
& 4 & 7 & 9 & 10 \
3 & 0.5 & 0.5 & 0. & 0. \
6 & 0. & 0.5 & 0.5 & 0. \
2 & 0.25 & 0.5 & 0.25 & 0. \
8 & 0. & 0. & 0.5 & 0.5 \
5 & 0. & 0.25 & 0.5 & 0.25 \
1 & 0.125 & 0.375 & 0.375 & 0.125 \
endarray$




Update: "Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6."



The 6th row of ltm contains the desired probabilities:



ltm[[6, Flatten@ab]]



0., 0.5, 0.5, 0.







share|improve this answer











$endgroup$












  • $begingroup$
    Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
    $endgroup$
    – user120911
    Feb 27 at 0:53






  • 1




    $begingroup$
    @user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
    $endgroup$
    – kglr
    Feb 27 at 0:59













5












5








5





$begingroup$

proc = DiscreteMarkovProcess[1, 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0., 0., 
0., 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0.,
0., 0., 0., 0.5, 0., 0., 0.5, 0., 0., 0.,
0., 0., 0., 1., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0.5, 0., 0.5, 0., 0.,
0., 0., 0., 0., 0., 0., 0.5, 0., 0.5, 0.,
0., 0., 0., 0., 0., 0., 1., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.5, 0.5,
0., 0., 0., 0., 0., 0., 0., 0., 1., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 1.];

Graph[proc]


enter image description here



tr, ab, ltm = MarkovProcessProperties[proc, #] & /@ 
"TransientClasses", "AbsorbingClasses", "LimitTransitionMatrix";

TeXForm @ TableForm[ltm[[Flatten@tr, Flatten@ab]],
TableHeadings -> Flatten@tr, Flatten@ab]



$beginarrayccccc
& 4 & 7 & 9 & 10 \
3 & 0.5 & 0.5 & 0. & 0. \
6 & 0. & 0.5 & 0.5 & 0. \
2 & 0.25 & 0.5 & 0.25 & 0. \
8 & 0. & 0. & 0.5 & 0.5 \
5 & 0. & 0.25 & 0.5 & 0.25 \
1 & 0.125 & 0.375 & 0.375 & 0.125 \
endarray$




Update: "Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6."



The 6th row of ltm contains the desired probabilities:



ltm[[6, Flatten@ab]]



0., 0.5, 0.5, 0.







share|improve this answer











$endgroup$



proc = DiscreteMarkovProcess[1, 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0., 0., 
0., 0., 0.5, 0., 0., 0.5, 0., 0., 0., 0.,
0., 0., 0., 0.5, 0., 0., 0.5, 0., 0., 0.,
0., 0., 0., 1., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0.5, 0., 0.5, 0., 0.,
0., 0., 0., 0., 0., 0., 0.5, 0., 0.5, 0.,
0., 0., 0., 0., 0., 0., 1., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.5, 0.5,
0., 0., 0., 0., 0., 0., 0., 0., 1., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 1.];

Graph[proc]


enter image description here



tr, ab, ltm = MarkovProcessProperties[proc, #] & /@ 
"TransientClasses", "AbsorbingClasses", "LimitTransitionMatrix";

TeXForm @ TableForm[ltm[[Flatten@tr, Flatten@ab]],
TableHeadings -> Flatten@tr, Flatten@ab]



$beginarrayccccc
& 4 & 7 & 9 & 10 \
3 & 0.5 & 0.5 & 0. & 0. \
6 & 0. & 0.5 & 0.5 & 0. \
2 & 0.25 & 0.5 & 0.25 & 0. \
8 & 0. & 0. & 0.5 & 0.5 \
5 & 0. & 0.25 & 0.5 & 0.25 \
1 & 0.125 & 0.375 & 0.375 & 0.125 \
endarray$




Update: "Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6."



The 6th row of ltm contains the desired probabilities:



ltm[[6, Flatten@ab]]



0., 0.5, 0.5, 0.








share|improve this answer














share|improve this answer



share|improve this answer








edited Feb 27 at 1:16

























answered Feb 26 at 14:41









kglrkglr

189k10206424




189k10206424











  • $begingroup$
    Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
    $endgroup$
    – user120911
    Feb 27 at 0:53






  • 1




    $begingroup$
    @user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
    $endgroup$
    – kglr
    Feb 27 at 0:59
















  • $begingroup$
    Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
    $endgroup$
    – user120911
    Feb 27 at 0:53






  • 1




    $begingroup$
    @user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
    $endgroup$
    – kglr
    Feb 27 at 0:59















$begingroup$
Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
$endgroup$
– user120911
Feb 27 at 0:53




$begingroup$
Suppose I had a very large transition matrix, and I was interested in only one transient state, say 6. How would I go about entering just that number in your code (a newbie question, I know, but I am having a little difficulty seeing where the number 6 goes). But please don't remove your current solution, which is terrific.
$endgroup$
– user120911
Feb 27 at 0:53




1




1




$begingroup$
@user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
$endgroup$
– kglr
Feb 27 at 0:59




$begingroup$
@user120911, if, say, 8 is the transient state you are interested in you can use ltm[[8, Flatten@ab]
$endgroup$
– kglr
Feb 27 at 0:59

















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