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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
2
matricea P
valori proprii
real
3
partea reala
partea imaginara
imaginar
4
0.5
0.5
0
0
0
0
1=
-0.5
0
5

0.2

0.8

6
0
0.5
0.5
0
0
0
7
vectori proprii dreapta:
R1
R2
8
9
1
0
-4
0
10
-2
0
0
0
11
1
0
1
0
12
Matricea modala R
13
1
-4
1
00
0
14
-2
0
1
00
0
15
1
1
1
00
0
16
17
p(n)
p(0)
18
19 0.133984 0.332813 0.533203
=
0.3
0.2
20
21
22

2=

0.5

3=

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DTMC Transient Behaviour v1
n= 8

0.5

1n= 0.00391

n
2 =
n
3 =

0.00391

0
n

R3
1
1
1

0
0
0

0
0
1

0
0.00391
0
0
-1
Matricea R
0.06666667 -0.333333333 0.266667
0
-0.2
0
0.2
0
0.13333333 0.333333333 0.533333
0

0.003906

Pn
0.13671875 0.332031 0.53125
0.1328125 0.335938 0.53125
0.1328125 0.332031 0.53516

0
0
0

0
0
0

00
00
00

0
0
0

0
0
0

0
0
0

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1 Aplicatia 10.3.2, pag. 314 - solutia tranzitorie - relatia 10.1.20, pag. 302
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
7
0
0.5
0.5
p( 1 )=
0
0.5
0.5
8
P^ 2
9
0.35
0.25
0.4
10
0.1
0.5
0.4
11
0.1
0.25
0.65
p( 2 )=
0.1
0.25
0.65
P^ 3
12
13
0.225
0.375
0.4
14
0.15
0.25
0.6
15
0.1
0.375
0.525
p( 3 )=
0.1
0.375
0.525
16
P^ 4
17
0.1875
0.3125
0.5
18
0.125
0.375
0.5
19
0.125
0.3125
0.5625
p( 4 )=
0.125
0.3125
0.5625
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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L
M
DTMC Transient Behaviour v2

1.2
1
0.8
P[{0}]

0.6

P[{1}]
0.4

P[{2}]

0.2
0
0

10

15

20

25

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1 Aplicatia 10.3.6, pag. 317 - solutia stationara, relatia 10.2.16, pag 310
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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CTMC Stationary Distribution

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Aplicatia 10.3.6, pag. 317 - solutia tranzitorie, relatia 10.3.28, pag. 316
t
matricea M=Q
valori proprii
real imaginar
partea reala
partea imaginara
-3
1
2
0
0
0
1=
-4
1
2
-3
0
0
0
0
2=
-4
-1
1
2
-2
0
0
0
3=
0
0
vectori proprii dreapta:
R1
R2
R3
-1
0
-1
0
0.8571
0
1
1
1
-1
0.5714
0
0
-1
0
1
1
0
Matricea modala R
-1
-1 0.8571
00
0
-0.324 0.176
1
1 0.5714
1 -1
0
-0.324 0.176
0
0
1
-1 1
0
0.4118 0.412

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
L1
18
L2
19
L3
20 step=
21
t
22
0.02
23
0.03
24
0.04
25
0.05
26
0.06
27
0.07
28
0.08
29
0.09
30
0.1

-0.3235 0.1765
-0.3235 0.1765
0.4118 0.4118
0.01
exp(1*t)
0.4988 0.7768
0.4792 0.7463
0.4604 0.7171
0.4424 0.6889
0.425 0.6619
0.4084
0.636
0.3923
0.611
0.377 0.5871
0.3622 0.5641

0.1765 -0.206 -0.206 0.2941

0.1765 0.2059 0.206 -0.294
0.4118 9E-18 -1E-17 9E-18
exp(1*t)z1(0)
0.0039 0.0814
0.0037 0.0782
0.0036 0.0751
0.0034 0.0722
0.0033 0.0694
0.0032 0.0666
0.003 0.064
0.0029 0.0615
0.0028 0.0591

exp(2*t)
0.499 -0.777
0.479 -0.746
0.46 -0.717
0.442 -0.689
0.425 -0.662
0.408 -0.636
0.392 -0.611
0.377 -0.587
0.362 -0.564

0.7

p(0)
0.2
0.3
0.5

0
0
0

0.6
0.5
0.4

P[{0}]
P[{1}]
P[{2}]

0.3
0.2
0.1
0

Matricea R-1= L
0.1765 -0.2059 -0.206 0.2941
0.1765 0.2059 0.206 -0.294
0.4118 9E-18 -1E-17 9E-18

0.5

1.5

CTMC Transient Behaviour

z1(0)= 0.0765 0.0441

z2(1)= 0.0765 -0.0441
z3(2)= 0.4118
0
exp(2*t)z2(0)
0.0039 -0.081
0.0037 -0.078
0.0036 -0.075
0.0034 -0.072
0.0033 -0.069
0.0032 -0.067
0.003 -0.064
0.0029 -0.062
0.0028 -0.059

exp(3*t)
1
1
1
1
1
1
1
1
1

0
0
0
0
0
0
0
0
0

exp(3*t)z3(0)
0.412
0
0.412
0
0.412
0
0.412
0
0.412
0
0.412
0
0.412
0
0.412
0
0.412
0

p0
0.3452 -3E-17
0.3455 -1E-17
0.3458 -3E-17
0.3461 -1E-17
0.3463 -1E-17
0.3466 -1E-17
0.3469 -3E-17
0.3471 -1E-17
0.3473 -1E-17

p1
0.0802
0.0863
0.0921
0.0978
0.1032
0.1083
0.1133
0.1181
0.1227

3E-17
1E-17
1E-17
1E-17
1E-17
1E-17
1E-17
0
1E-17

p2
0.575 -1E-17
0.568 -2E-17
0.562 -2E-17
0.556 -2E-17
0.551 -2E-17
0.545 -2E-17
0.54 -1E-17
0.535 -1E-17
0.53 -2E-17