Chapter 2 Matrices and applications 65

Markov chains and

2B eigenvalues
0.3 0.2 0.50
WORKED 1 The transition matrix for a system is 0.3 0.2 0.25 .
Example
8 0.4 x 0.25
a Calculate the value of x.

0.2
b If the current state of the system is 0.2 , calculate the state of the system at each
0.6
of the following stages:
i 1 stage later ii 2 stages later iii 3 stages later iv 4 stages later.

1
c If the current state of the system is 0 , calculate the state of the system for each
0
of the following stages:
i 1 stage later ii 2 stages later iii 3 stages later iv 4 stages later.

0
d If the current state of the system is 1 , calculate the state of the system at each of
0
the following stages:
i 1 stage later ii 2 stages later iii 3 stages later iv 4 stages later.

0.2 0.2 c
2 The transition matrix for a system is 0.3 b 0.25 .
a 0.1 0.20
a Calculate the values of a, b and c.

0.1
b If the current state of the system is 0.2 , calculate the state of the system after
0.7
each of the following stages:
i 1 stage later ii 2 stages later iii 3 stages later iv 4 stages later.

1
c If the current state of the system is 0 , calculate the state of the system for each
0
of the following stages:
i 1 stage later ii 2 stages later iii 3 stages later iv 4 stages later.
66 M a t h s Q u e s t M a t h s C Ye a r 1 2 f o r Q u e e n s l a n d

WORKED 3 If A = 2 5 , find the:

Example
4 3
10
a eigenvalues associated with the matrix
b eigenvectors associated with the matrix.

4 If A = 0.3 0.5 , find the:

0.7 0.5
a eigenvalues associated with the matrix
b eigenvectors associated with the matrix.
5 If matrix M is a 2 ¥ 2 transition matrix, then the columns of M will each add to give 1.
Show that l = 1 is always an eigenvalue for such a transition matrix.

6 a Show that the eigenvalues of a matrix, A = 1 3 are found by solving the

following equation for l: 2 4
2
l - 5l - 2 = 0.
b Show that the matrix A is a solution to the following equation.
A2 – 5A – 2I = 0

Making music
Suppose we make some rules about how a melody works.
• All notes are of equal time.
• If the current note is C then the next note could be a D or E with a probability
of 2--- and 1--- respectively.
3 3
• Let us continue to assign rules in this way and summarise the results in a matrix,
M.
Current event
C D E F G
C 0 3 1
------
10
0 ---
4
0
2 3 5 1
D ---
3
------
10
------
11
---
4
0
1 3 5 1
Next event E ---
3
------
10
------
11
0 ---
2
1 1
F 0 ------
10
0 ---
2
0
1 1
G 0 0 ------ 0 ---
11 2

Create some tunes!

1 Start with a note, say C. Calculate the probabilities of notes that follow C from
the matrix. In this case P(D) = 2--- and P(E) = 1--- .
3 3
2 Generate a random integer between 1 and 3. If it is a 1 or a 2 select D as the
next note, otherwise select E as the next note.
3 Continue the melody by choosing the next note based on the note you obtained
in the previous stage.