O Absorhy, Mackey Chane . entails mae SA bole ¢ of « Markov chain is cabled abrathing if ib ws emperble ly leowe tf re Pig = Pye Ypae Jt] OF muskev chasn 4 an chserbing chasis iP OO Sree 6 ableack me thebing bela (Ufir can Le mere Than pre ahonby D ali : ra fe OH hpomrbh ye fr ag stele do cbleacl ene mG washer of aka. Ahsan sing 4h tn a 3 Noa as 4 nat Au fein pr ae an absbong stele im oxdu h le a, aber: Mas kay ch sd It must alse have fife evenfua lt Aeathy 4 pan b-iorbrng afl with [rrbability 4, . => mh am absorb Markov chain Le, basing Qed Deans f° RE white de muh Bensinnd > Mint, tn an ahearhrnry Maxkav chan'g There ore ahyen hy, Shht 0% Kangint off Example c fe. 7 Ths sa STAC WIE by, abtorbing Atrtes 4 and © BD, C at Ranmyinl Abe. We tam Axe that & can be ahroshed ulhr ck 4A ox E Sond CHD Ine are crenfuall, Abiochedl ab L. » Ax this aTme Aabshes bol [he concliAnny f » absorbing Markov Charny, wuts an absorbing Markey charn. Scanned with CamScanner@ oxample : Jl u a dDtmce uth only one Ay wry, ako ski A out of Temarnen a Bt, pandl, 8 4 a Kangenf We sl, bub l,D.and & are ie Aeeurkent shdes . Jn fot CD and 0 form «a closed communi exthnag an. And Thur Afaks ane ?lnof phng ababed in [he enly a bserbing aa A. Aliieugh Mes 37nc¢ hes an absoahin mg AG, bul Ake aaa condiken net met hee? Hime fey Dtmc 4 nef an abierbing Masleoy chatn . Drunkard's Walk a5 hs Ba roxy popular enaomple of om aboabing Markov chatn. => Aman watk oh ux Kock che 4 -. penue og # shee) gf a5 k : eA Yy . ° Ye wi yf” Aeu ce cones 12,043, thn he walks + Lhe uf 0K Absht wilh equel pp prcbabilihy He continues vetil he ae Anes 4 uli isG bar, or Conner 0, “ 4 me- If he” Aeach e fhe bun he fat ec Aeathes eclher heme 7A > Hes, he srkes 0 and 4 we Absorbing Atafes anol 1,2 and 3 axe Kamstent states , and pbrr fh ancy Theme ub bs porscble fo Aeach The gheorahng Abks7 0 ov 4. Henee the DTMC & am abaerbony DIM C. Scanned with CamScanner© Why do we study am absorlnng Markov chain ? d Jae a bhak axe fle moauter f Url Ln an absorlang Maxkov chain. the most shyious queshen that tan be asked abvul uth « chain “ (0 Uhat & the pabablify thal Lhe procs will wionhr neath am “absorbing stale ? @ what a Me probability Thal The process will encl uf Or jeven absorbing” fale ? {9 Om am average, how Snany frmes wilt Whe provers be (a) Bn piping tude an ow w “4, rhe of BEN tte te pe —> To avswee all Me ahove sueshons , we need fo ft Alpresend the Tem of Me grven abyrbin DT™MC Cok Ma genarahe matun of Meo theorh,, c7m™¢) ma parpeular frm, Caled as ooh; aan em, Noli: Hue we focus on aber beng D>TMC, Camoricel farm : = tensde an arbi abrosbing D7me. > Re-numba lhe shrks” 426 that Ue bamsint slates comes fv. a > 3 Then are A abvorbing sfafes amc 4’ Kamscenf Atotes, Then fhe Tp” wilt have The flawaing us AL Fisk & Stakes are Got Rao] Ty fangSienf and Pat. fp Lat A Sdafes are Jo tres vy 0. Het 0% am 7x4 Dew mafin. 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Coluth & eqpuvelnd fo Aang Bo 45 nso) Scanned with CamScannerFundamentel Mle “ DA base pap about an abserhng DIMC & the erpectel number of vewds + a hansen? shale s sheahing from « hanutnt sate (' Che fore beng ahgerhecd >. oe peababilily of Bomubionng from Chi vn enachy Atps Ls Ug a een SS stisine u fad fn Gey FE Sgr Be clef ee Pde [ln Furdiummft Mahix Sy Aalien Lb con be paved thet |= 29" =[ 1-8] whee I, os thy € Menhity matn x > ee Hex Ne = Cab [Xs=j/X, 20) + Mob [Xj [Xs <0) t Probl X=jlyec) + - = EL number of res jes visaded|xXy26 J > Shab ox, sha (oie erg of madi we gover Me petal number F tinier Wa ehatm Us inn det ° chain Aterted wm Lfeti J , Fn bhe yrunkardlls Walk descussedt before , A prrblen fhe TPM in canonieal form bp o 4 oho Qs Yo 6 y, beck o boo %, 0 piv ane 1 -lV/2 0 I-8 = Va) Vo Oo “Ve 5 Scanned with CamScanner-) © Compuching (2-8) ow re ' 2a. veer . va] Theorem + ane She wnpeled number Afeh hefare berg absa Khe when start, of git fa é & Wa tle om Ff Me veYor fx yo ah Ty “4 4& hengts t column vectrr eet nti we all 4. Daf weadd ohh lhe enters “o Ue th Aco N, ul ave Lhe exhectect number f hme a given Sfarting + C, fhal ws, UUes, el bepad bee j Scanned with CamScannerAbeonphion Probab ities ! © Anottin property 6 the probability of berg absorbent th Te alyrhing sale J oo dog fom Lenvent state 6 which os Mee (Ah onli off lie matin [@= AR uhes us He dumdamenkl matin and Rw as srven wn Ua camoenrieat pum. of Mx matin 8 bi B Ger os Hue Cath wom oo < . by = Z Prob (X42 5] Xp ek] Elnn f bore k aI 4 wsited IX.zi) Example : Consider the Dyumkarc’s Walk Pashlens. Cb us see bow bb nelucle a time fo ahios phen ancl absoaphn proba lifes hx this example, Ma femolam enfal malin / 2 3 'f Yo ti vy Nz2/ t 2 4 ubaeh te NTs “4! ‘a 3L Ye 1 taf ee Ye) 3/2 = 3 ‘] 3 Shues, testing on shlee 1, 9 and 3, Ma expecticl Himes P ahyrbhon” ae 3,4 and 3 Acspectively. , 3 Net, from fa canenial porn _Il{% o Re 2 A 0 aber B= wR = A ie Vi 0 4 oO 3(6 WK fires no A 7, = (34 BWI Ye r |: Ve ¥Yof2 Scanned with CamScannerHere Cle frrsl now tll us that cfeching fers St 4, Tee proba billy 3/4 of absorp hor a) sto, anal Va gf abpaption tn “tale ¢. By of yeu axe asked: wheal is Me proobablihy tat Lhe clu karcl, shahing at mmlerrechon 1 makes 4H heme ? The answer will be byy = 4/4 from Lhe matin 2, Exam ple ! Sheng Gerecation Consider Me procede af Aapeated ly Fuihfiong a fer evin auntd lhe xequence CH,T,H) appears - Dhés FOO Bee Oe og Hilal Ad 2 gh D™™C at the pasemeler hoe in tects (pug ma tale apace eae he ) Emphy shing, shing ie ae HT”, anny HTH” » bith os deter ele, and hestly , proies wll Le doped ene Ue Beye Wry” anpeact, bene makes ue abso thing RR cramp if om fir€ fep , tad comes, ie Witt he conyrdereol a4 an omphy 4 fav’ of on weeend fp, head Comet it will represent Atel oe . Of om thind Up, ajar & Head comet, (8, we hove TH, fhak meets Lhe wumend stalk 3 Ate 'p amd lasd wo Atdes will rut be pel fla cthing. Mowers if om thdnd feu a Fail comer, 12 we howe THT: Fen tha erent AeE will te dhe Atrng AT. Scanned with CamScanner. @ New, fo draw Me Bammtien dagyam and wale clown the TPM, We wreme lhe fats oA Empdy string [0 , Abing Wot ha: ; 1 : YQ NT se, Abang ATH: 3 Ya Yo Vo, \ Yo 6) (i) Vo ) On Yo > Seppo we shat with om emphy Abn cabal ) re mw pak A fhx dered Abin rn" ef Thee. New , if on flifpeng a fail comes, ajar me pot Mc desired SGury 4h Thue , and ye remem 7 Ma tame stile 0, and thas will Aaphen ith probability Yo 45 we howe < foe un: On Ue other hand, if am fuph rp 2 Htacl come, we gel Me Hire pal af fhe” atning ‘ancl sysdem wilh “meve + state 4 wilh prrb- Vo . 3 Now, suppose Wt are wn stele 4 and en fuhpy lla corn we comes , Thin we get he eae f lie cleted sbiry ard move A shle 2 with prob. VYo- Howwe, fe a Head comes om flipping , Lhors we gel HH’. 9m Tes HH) only Thy secencd Hs Ga pask of Ihe desired gesuenee “pry! So we That we rman mm Mle gfele 1 enh with prvbability Yar. ” > Now, aonhpoke we Oe wn ele 2,1 we have Yr’ and om fplippany, & Tail comes, re we pet ary’ oe tnd up om an embhy arg a ne pak zegume HTT form Tees sequen “NTH ee Fe mere bak fp xdate 0 moe” foe ae 2, we Scanned with CamScannerHower , jf en fluipper we ge a head, [Kin @ Mx sequence becomes” ry uburh 4 fice desired Agent So fram Adetr 2 ,we mee Adele 2 vile prob fy => bre we reach Ale 2, he pias ts shpped Hen, thee oa sf Lech om 3 wh probs. the Tem f Ils ahten bing D7me wilt be grien a4 oo 2 Pf Ye whieh, grves The cee! reife matin = [208] 3/0 100 Yo Yo \' -({{O!'2 lo We ~ Dol Ye 0 0 . Nos Renan 2 aa 22 2 The expectic! number f she before absasphien ashing cack of thi mb shls 2. She eapeted Mo. tom fups Keyitrrd before obs eaving Ma ae ays 10 if sfoartes from an um dpon —_ Scanned with CamScanner