A B C D E F G H I J K L M

1 Aplicatia 10.3.2, pag. 314 - solutia stationara, relatia 10.1.18, pag. 301 DTMC Stationary Distribution
2 (1) Matricea P (2) Matricea I
3 0.5 0.5 0 1 0 0
4 0.2 0 0.8 0 1 0
5 0 0.5 0.5 0 0 1
6
7 (3) I-P (4) A (5) A-1
8 0.5 -0.5 0 0.5 -0.5 1 2 -0 -2
9 -0.2 1 -0.8 -0.2 1 1 0.266667 0.666667 -0.93333
10 0 -0.5 0.5 0 -0.5 1 0.133333 0.333333 0.533333
11
(7) probabilitatile stationare de
12 (6) vectorul termenilor liberi stare
13 0 0 1 p0 p1 p2
14 0.133333 0.333333 0.533333
15
16
17
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1 Aplicatia 10.3.2, pag. 314 - solutia tranzitorie - metoda valorilor si vectorilor proprii, pag. 313 DTMC Transient Behaviour v1
2 matricea P valori proprii n= 8
3 partea reala partea imaginara real imaginar
4 0.5 0.5 0 0 0 0 ε1= -0.5 0 ε1n= 0.00391 0
n
5 0.2 0 0.8 0 0 0 ε2= 0.5 0 ε2 = 0.00391 0
n
6 0 0.5 0.5 0 0 0 ε3= 1 0 ε3 = 1 0
7 vectori proprii dreapta:
n
8 R1 R2 R3 ε
9 1 0 -4 0 1 0 0.003906 0 0 0 0
10 -2 0 0 0 1 0 0.00391 0 0 0
11 1 0 1 0 1 0 0 0 1 0 0
-1
12 Matricea modala R Matricea R
13 1 -4 1 00 0 0.06666667 -0.333333333 0.266667 0 00
14 -2 0 1 00 0 -0.2 0 0.2 0 00
15 1 1 1 00 0 0.13333333 0.333333333 0.533333 0 00
16
17 p(n) p(0) Pn
18 0.13671875 0.332031 0.53125 0 0 0
19 0.133984 0.332813 0.533203 = 0.3 0.2 0.5 X 0.1328125 0.335938 0.53125 0 0 0
20 0.1328125 0.332031 0.53516 0 0 0
21
22
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1 Aplicatia 10.3.2, pag. 314 - solutia tranzitorie - relatia 10.1.20, pag. 302 DTMC Transient Behaviour v2
2 P[{0}] P[{1}] P[{2}]
3 p( 0 )= 0 0 1
4 P^ 1
5 0.5 0.5 0
6 0.2 0 0.8
1.2
7 0 0.5 0.5 p( 1 )= 0 0.5 0.5
8 P^ 2
1
9 0.35 0.25 0.4
10 0.1 0.5 0.4
0.8
11 0.1 0.25 0.65 p( 2 )= 0.1 0.25 0.65
12 P^ 3 P[{0}]
0.6
13 0.225 0.375 0.4 P[{1}]
14 0.15 0.25 0.6
0.4 P[{2}]
15 0.1 0.375 0.525 p( 3 )= 0.1 0.375 0.525
16 P^ 4
0.2
17 0.1875 0.3125 0.5
18 0.125 0.375 0.5 0
19 0.125 0.3125 0.5625 p( 4 )= 0.125 0.3125 0.5625
0 5 10 15 20 25
20 P^ 5
21 0.15625 0.34375 0.5
22 0.1375 0.3125 0.55
23 0.125 0.34375 0.53125 p( 5 )= 0.125 0.34375 0.53125
24 P^ 6
25 0.146875 0.328125 0.525
26 0.13125 0.34375 0.525
27 0.13125 0.328125 0.540625 p( 6 )= 0.13125 0.328125 0.540625
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1 Aplicatia 10.3.6, pag. 317 - solutia stationara, relatia 10.2.16, pag 310 CTMC Stationary Distribution
2 matricea Q matricea M=Qt
3 -3 2 1 -3 1 2
4 1 -3 2 2 -3 0
5 2 0 -2 1 2 -2
6
7 A A-1
8 -3 2 1 -0.17647 -0.11765 0.294118
9 1 -3 1 0.058824 -0.29412 0.235294
10 2 0 1 0.352941 0.235294 0.411765
11
12 vectorul termenilor liberi probabilitatile stationare de stare
13 0 0 1 p0 p1 p2
14 0.352941 0.235294 0.411765
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1 Aplicatia 10.3.6, pag. 317 - solutia tranzitorie, relatia 10.3.28, pag. 316 0.7
t
2 matricea M=Q valori proprii p(0)
0.6
3 partea reala partea imaginara real imaginar 0.2 0
4 -3 1 2 0 0 0 ε1= -4 1 0.3 0 0.5
5 2 -3 0 0 0 0 ε2= -4 -1 0.5 0 0.4
P[{0}]
6 1 2 -2 0 0 0 ε3= 0 0
0.3 P[{1}]
7 vectori proprii dreapta:
0.2 P[{2}]
8 R1 R2 R3
9 -1 0 -1 0 0.8571 0 0.1
10 1 1 1 -1 0.5714 0
0
11 0 -1 0 1 1 0
0 0.5 1 1.5 2
12 Matricea modala R Matricea R-1= L
13 -1 -1 0.8571 00 0 -0.324 0.176 0.1765 -0.2059 -0.206 0.2941
14 1 1 0.5714 1 -1 0 -0.324 0.176 0.1765 0.2059 0.206 -0.294 CTMC Transient Behaviour
15 0 0 1 -1 1 0 0.4118 0.412 0.4118 9E-18 -1E-17 9E-18
16
17 L1 -0.3235 0.1765 0.1765 -0.206 -0.206 0.2941 z1(0)= 0.0765 0.0441
18 L2 -0.3235 0.1765 0.1765 0.2059 0.206 -0.294 z2(1)= 0.0765 -0.0441
19 L3 0.4118 0.4118 0.4118 9E-18 -1E-17 9E-18 z3(2)= 0.4118 0
20 step= 0.01
21 t exp(ε1*t) exp(ε1*t)z1(0) exp(ε2*t) exp(ε2*t)z2(0) exp(ε3*t) exp(ε3*t)z3(0) p0 p1 p2
22 0.02 0.4988 0.7768 0.0039 0.0814 0.499 -0.777 0.0039 -0.081 1 0 0.412 0 0.3452 -3E-17 0.0802 3E-17 0.575 -1E-17
23 0.03 0.4792 0.7463 0.0037 0.0782 0.479 -0.746 0.0037 -0.078 1 0 0.412 0 0.3455 -1E-17 0.0863 1E-17 0.568 -2E-17
24 0.04 0.4604 0.7171 0.0036 0.0751 0.46 -0.717 0.0036 -0.075 1 0 0.412 0 0.3458 -3E-17 0.0921 1E-17 0.562 -2E-17
25 0.05 0.4424 0.6889 0.0034 0.0722 0.442 -0.689 0.0034 -0.072 1 0 0.412 0 0.3461 -1E-17 0.0978 1E-17 0.556 -2E-17
26 0.06 0.425 0.6619 0.0033 0.0694 0.425 -0.662 0.0033 -0.069 1 0 0.412 0 0.3463 -1E-17 0.1032 1E-17 0.551 -2E-17
27 0.07 0.4084 0.636 0.0032 0.0666 0.408 -0.636 0.0032 -0.067 1 0 0.412 0 0.3466 -1E-17 0.1083 1E-17 0.545 -2E-17
28 0.08 0.3923 0.611 0.003 0.064 0.392 -0.611 0.003 -0.064 1 0 0.412 0 0.3469 -3E-17 0.1133 1E-17 0.54 -1E-17
29 0.09 0.377 0.5871 0.0029 0.0615 0.377 -0.587 0.0029 -0.062 1 0 0.412 0 0.3471 -1E-17 0.1181 0 0.535 -1E-17
30 0.1 0.3622 0.5641 0.0028 0.0591 0.362 -0.564 0.0028 -0.059 1 0 0.412 0 0.3473 -1E-17 0.1227 1E-17 0.53 -2E-17