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   Markov Chain Visitations

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Topic: Markov Chain Visitations (Read 2144 times)

william wu
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Markov Chain Visitations
« on: Feb 4^th, 2003, 3:21am »

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A problem I was discussing with a friend a few hours ago; thought you guys might be interested. I think it's originally from topcoder.com. The solution algorithm may seem surprisingly simple.

Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations Markov Chain Visitations

You are given a Markov Chain M, defined by a set of states S and a transition probability matrix P_ij.

Write an algorithm that computes the average number of times you will visit a certain subset of states S', if you move k steps starting from an initial state v.

(In other words, if you start at v and start walking k steps according to the probabilities given by P_ij, on average how many times will you hit a vertex in the set S'?)

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towr
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Re: Markov Chain Visitations
« Reply #1 on: Feb 4^th, 2003, 7:32am »