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    M molecules are distributed in 2 urns, urn A and urn B. Consider the following discrete Markov chain with M +1 states where the states are enumerated by j = 0, 1, ..., M and j is the number of molecules in urn A. A transition fromone state into another occurs by choosing a molecule at random (from either urn)and putting it in the other urn.
    (a) Write down the transition matrix for general M.
    (b) Consider the case M = 2. Is the chain ergodic? Explain.

    I am struggling to get started on this question. I think we the transition matrix is going to be MxM. Do I need to populate this matrix with values for question a?

    I am also kind of confused about the transitional probabilities in this matrix. For example what does p_{01} mean? I think it means that A starts with 0 molecules, and something has happened to make A have 1 molecule? But this molecule must have been removed from urn B and put into urn A. But how do we know urn B has molecules for this to happen.
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    (Original post by aspiring_doge)
    M molecules are distributed in 2 urns, urn A and urn B. Consider the following discrete Markov chain with M +1 states where the states are enumerated by j = 0, 1, ..., M and j is the number of molecules in urn A. A transition fromone state into another occurs by choosing a molecule at random (from either urn)and putting it in the other urn.
    (a) Write down the transition matrix for general M.
    (b) Consider the case M = 2. Is the chain ergodic? Explain.

    I am struggling to get started on this question. I think we the transition matrix is going to be MxM. Do I need to populate this matrix with values for question a?

    I am also kind of confused about the transitional probabilities in this matrix. For example what does p_{01} mean? I think it means that A starts with 0 molecules, and something has happened to make A have 1 molecule? But this molecule must have been removed from urn B and put into urn A. But how do we know urn B has molecules for this to happen.
    Let's see if we can get you started. This markov chain has M+1 states, labelled by the number of molecules in urn A. Let us work out the state transition probabilities for state j going to state j+1 and for state j going to state j-1. If you think about it for a minute, you'll see that these are the only possible state transitions, so the collection of them fully specifies the state transition matrix.

    If you are in state j, then there are j molecules in urn A and M-j in urn B. If you choose a molecule at random, then the probability that it is in urn A is (j/M) and the probability that it is in urn B is (j-M)/M. If the molecule is in urn A, then the state transition that occurs is j to j-1; if it is in urn B, the state transition that occurs is j to j+1. Can you see that this gives you the required state transition probabilities?
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    (Original post by Gregorius)
    Let's see if we can get you started. This markov chain has M+1 states, labelled by the number of molecules in urn A. Let us work out the state transition probabilities for state j going to state j+1 and for state j going to state j-1. If you think about it for a minute, you'll see that these are the only possible state transitions, so the collection of them fully specifies the state transition matrix.

    If you are in state j, then there are j molecules in urn A and M-j in urn B. If you choose a molecule at random, then the probability that it is in urn A is (j/M) and the probability that it is in urn B is (j-M)/M. If the molecule is in urn A, then the state transition that occurs is j to j-1; if it is in urn B, the state transition that occurs is j to j+1. Can you see that this gives you the required state transition probabilities?
    I think I follow your explanation. So the transitional probability is the number of molecules in urn A from state j to j+1 or j-1?

    Also why is there M+1 states? I thought there are M molecules so how is the possible?
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    (Original post by aspiring_doge)
    I think I follow your explanation. So the transitional probability is the number of molecules in urn A from state j to j+1 or j-1?
    The transition probabilities are not the number of molecules - but the proportion of them. If you go from state j to state j-1 then you need to have selected a molecule from urn A; if you go from j to j+1 then you need to have selected from urn B.

    Also why is there M+1 states? I thought there are M molecules so how is the possible?
    There are M molecules, so you can have from 0 to M molecules in urn A, therefore M+1 states.
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    (Original post by Gregorius)
    .....
    Thanks! I understand it now.
 
 
 
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