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PART B – Exam Questions


Question 1.
In the year 2300, Australian families live in one of three regions: urban (U),
suburban (S) and rural (R). The probabilities of movements between these
regions per decade are fixed as follows:
i) Urban Families: The probability of an urban family moving to a rural
region is 0.1, moving to a suburban region is 0.1 and hence staying in
the urban region is 0.8.
ii) Suburban Families: The probability of a suburban family moving to a
rural region in 0.1 and moving to an urban region is 0.5.
iii) Rural Families: The probability of a rural family moving to a suburban
area is 0.3 and staying in the rural area is 0.6.

A) Find the transition matrix T for the Markov process, taking the order to be U,
S, R.
B) A family is living in the rural region. What is the probability that this family
will live in an urban region after 20 years have passed?
1.40 −1.93 0.73
()
C) The inverse of the transition matrix is 𝑇 = −0.20 3.13 −1.53 .
−0.20 −0.20 1.80
Currently 12 million people live in rural areas, 17 million live in suburban areas
and 51 million live in urban areas. Using the inverse above, calculate the
distribution one decade earlier (to nearest million).
D) Calculate the steady state of this Markov process. What will the distribution
be in the long run if there are initially 80 million people spread throughout
urban, suburban and rural areas?

PART A:
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This question is based on probabilities and we will use Markov Processes to


solve these questions. Using the data given in the question for the probabilities
of movement for families from different locations, we can create the following
transition matrix
U S R
𝑈 0.8 0.5 𝑦
𝑇 = 𝑆 0.1 𝑥 0.3 .
𝑅 0.1 0.1 0.6
Here 𝑥 and 𝑦 are unknown variables representing unknown probabilities. Now,
we know that the columns of a transition matrix must add up to 1. This is
because at any one time, the probabilities of all possible events added together
0.5
must add up to 1. In the column for S, we have 𝑥 . We know that this must
0.1
add up to 1. So 0.5 + 𝑥 + 0.1 = 1. Hence 𝑥 = 0.4. Similarly, in the column for
𝑦
R, we have 0.3 . So 𝑦 + 0.3 + 0.6 = 1. Hence 𝑦 = 0.1.
0.6
U S R

𝑈 0.8 0.5 0.1
Hence, we have the transition matrix of 𝑇 = 𝑆 0.1 0.4 0.3 . This matrix
𝑅 0.1 0.1 0.6
is in the order of U, S, R, being urban, suburban and rural respectively.

PART B:
To figure out the probability in 20 years, we need the transition matrix 𝑇 and
the initial probability distribution vector 𝑣> . Since the family is currently
𝑈 0
living in the rural region, 𝑣> = 𝑆 0 . This is because it is confirmed that this
𝑅 1
particular family is living in the rural region. As per formulae, 𝑣) = 𝑇 × 𝑣> .
This means that the probability distribution after time t = 1 (i.e. 10 years) is:
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0.8 0.5 0.1 0 0.1


0.1 0.4 0.3 × 0 = 0.3 , by matrix multiplication.
0.1 0.1 0.6 1 0.6
Now, 𝑣A = 𝑇 × 𝑣) will give us the probability distribution after t = 2 (i.e. 20
years).
0.8 0.5 0.1 0.1 0.29 𝑈
0.1 0.4 0.3 × 0.3 = 0.31 𝑆
0.1 0.1 0.6 0.6 0.40 𝑅
Now, according to our matrix multiplication we have P(U) = 0.29. Hence the
probability of a rural family to be living in an urban region after 20 years is
0.29.

PART C:
We are given the current population numbers of 51 million in urban areas, 17
million in suburban areas and 12 million in rural areas. To convert these to
probabilities, we will divide the current population for a particular area by the
total population, which in this case is 80 (51 + 12 + 17 = 80). Current
E)
probability for urban areas is = 0.6375. Current probability for suburban
F>
)G )A
areas is = 0.2125. Current probability for rural areas is = 0.15.
F> F>

Now, we know that 𝑣) = 𝑇 × 𝑣> . So if we pre-multiply by the inverse of T on


both sides, we get 𝑇 () 𝑣) = 𝑇 () × 𝑇 × 𝑣> . This is also equal to 𝑇 () 𝑣) = 𝐼 × 𝑣>
= 𝑣> . Here T is the transition matrix, 𝑣 is the probability distribution vector and
I is the identity matrix.

Hence, the probability one decade earlier will be


1.40 −1.93 0.73 0.6375 0.592
−0.20 3.13 −1.53 × 0.2125 = 0.308 .
−0.20 −0.20 1.80 0.15 0.1
Now this probability needs to converted to actual distribution, hence we
multiply by the total amount of families, i.e. 80.
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0.592 47
80 × 0.308 = 25 to the nearest million. Hence there were 47 million
0.1 8
families in urban regions, 25 million families in suburban regions and 8 million
families in rural regions a decade ago.

PART D:
To calculate steady state Markov processes, we use the augmented matrix
formula, 𝑇 − 𝐼 0). Here T is the transformation matrix and 𝐼 is the identity
matrix.
0.8 0.5 0.1 1 0 0 −0.2 0.5
0.1
0.1 0.4 0.3 − 0 1 0 = 0.1 −0.6
0.3
0.1 0.1 0.6 0 0 1 0.1 0.1
−0.4
−0.2 0.5 0.1 0
We will then convert this to row echelon form and get 0 −0.7 0.7 0 .
0 0 0 0
Since this matrix has a non-leading column on the left-hand side and the right-
hand side is also non-leading, this matrix has infinitely many solutions. To
solve this, we represent the non-leading column with a parameter, t. Hence, R =
t.

Now this matrix is solved by back-substitution. From row two, −0.7𝑆 + 0.7𝑡 =
0. Hence 𝑆 = 𝑡. Now From row one, −0. 2𝑈 + 0.5𝑆 + 0.1𝑅 = 0 = −0.2𝑈 +
(>.KL
0.5𝑡 + 0.1𝑡. Hence 𝑈 = = 3𝑡. Solving this system in terms of parameters,
(>.A

𝑈 3𝑡
gives us 𝑆 = 𝑡 . According to the question there are a total of 80 million
𝑅 𝑡
families. Hence, 3𝑡 + 𝑡 + 𝑡 = 80. 𝑡 = 16. Therefore the parameter t has a value
of 16.
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𝑈 48
Therefore, the steady state solution is 𝑆 = 16 to the nearest million.
𝑅 16
There are 48 million families in the urban area and 16 million each in the
suburban and rural areas, in the long run.

Question 2.
A frog hops across a bog. The 𝑙𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 𝑒𝑎𝑐ℎ ℎ𝑜𝑝 =
F )
𝑙𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 ℎ𝑜𝑝 − (𝑙𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 ℎ𝑜𝑝 𝑏𝑒𝑓𝑜𝑟𝑒 𝑡ℎ𝑎𝑡). Length in
G G

cm of the nth hop is given by 𝑥\ . The first hop is152cm long and the second
hop is 134cm.

A) Show that 𝑥\ satisfies the difference equation 28𝑥\ − 32𝑥\() +


4𝑥\(A = 0 ; 𝑛 ≥ 3.
B) Solve this difference equation to find the general solution for 𝑥\ .
C) Find the length of the 18th hop in index form
D) As 𝑛 → ∞, what does the length of the frog’s hops approach?
E) Using the information gathered, comment on whether you think the
model for a frogs leap is reasonable.

PART A:
To solve this question, we will let the length of hop be 𝑥\ . Here 𝑛 represents the
number of hops. Hence the length of the previous hop will be 𝑥\() and the
length of the hop before that will be 𝑥\(A .

F )
According to the information in the question, 𝑥\ = 𝑥\() − 𝑥\(A .
G G

Multiplying the equation by 28. We get 28𝑥\ = 32𝑥\() − 4𝑥\(A , the auxiliary
equation. If we rearrange this equation, we get 28𝑥\ − 32𝑥\() + 4𝑥\(A = 0.
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Since 𝑛 is the number of hops, it cannot be negative or zero. Hence 𝑛 ≥ 3.


Therefore 𝑥\ satisfies the equation.

PART B:
We assume the solution is of the form 𝑥\ = 𝐶𝑚\ . So we substitute this
assumption into the equation we already have, to get 28𝐶𝑚\ − 32𝐶𝑚\() +
4𝐶𝑚\(A = 0. Dividing this equation by 𝐶𝑚\(A throughout will give us
28𝑚A − 32𝑚 + 4 = 0. Since this is now a quadratic equation, we can solve it
to get its roots, which will be 28𝑚 − 4 𝑚 − 1 = 0. Therefore, the distinct
solutions of the auxiliary equation can be calculated by rearranging the equation
)
to get, 𝑚 = and 𝑚 = 1.
G

If 𝜆) and 𝜆A are distinct solutions of the auxiliary equation, then the general
solution of the homogenous second order difference is 𝑥\ = 𝐴(𝜆) )\ + 𝐵(𝜆A )\ .
Here, A and B are unknown constants, 𝜆) and 𝜆A are distinct solutions of the
)
auxiliary equation and 𝑛 is the number of hops. So if 𝜆) = 1 and 𝜆A = , we
G
)
have a general solution of, 𝑥\ = 𝐴(1)\ + 𝐵( )\ . This can be further simplified
G
)
to 𝑥\ = 𝐴 + 𝐵( )\ .
G

PART C:
To calculate the length of the 18th hop, we need to first calculate the values of
the constants 𝐴 and 𝐵. It is given to us in the question that the first hop is
)
152cm, i.e. 𝑥) = 𝐴 + 𝐵( )) = 152 and the second hop is 134cm, i.e. 𝑥A = 𝐴 +
G
) )
𝐵( )A = 134. Now from the first equation, 𝐴 + 𝐵( )) = 152. This can be
G G
)
simplified to 𝐵 = 1064 − 7𝐴. Now from the second equation, 𝐴 + 𝐵( )A =
G

134. This can be simplified to 𝐵 = 6566 − 49𝐴. Now if we equate these two
equation, we get 6566 − 49𝐴 = 1064 − 7𝐴. This can be solved to get the
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value of A, which is 131. Now, using 𝐴 = 131, to calculate B, we have 𝐵 =


6566 − 49 131 = 147.

Now, to determine the length of the 18th hop, we use the formula, 𝑥\ = 𝐴 +
) )
𝐵( )\ . Substituting the values of A, B and n, we get 𝑥)F = 131 + 147( ))F .
G G

This is the length of the 18th hop in index form.

PART D:
To calculate the length of the frog’s hop as the number of hops reaches infinity,
we use the following equation derived from the general solution
\ >
1
lim 𝑥\ = lim 131 + 147 .
\→l \→l 7
) \
Now since, → 0 as 𝑛 → ∞, we can assume that the answer will be 131 +
G

) \
147 0 = 131. This is because as 𝑛 keeps getting bigger, keeps getting
G

smaller. This means it will eventually become so small that it can be considered
to be 0. Hence, as the number of hops approaches infinity, the length of the
frog’s hops become 131cm long.

PART E:
I do not think this model is reasonable. This is because the frog is an animal. It
uses energy to move. Eventually that energy will run out and the frog will
become tired. Hence it may not be able to jump 131cm infinitely many times.
Therefore, this model for the length of a frog’s jump is not entirely accurate.

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