Skip to content

Commit

Permalink
Update markov_chains_I.md
Browse files Browse the repository at this point in the history
  • Loading branch information
longye-tian committed Jul 17, 2024
1 parent 120f41e commit 34b0d72
Showing 1 changed file with 30 additions and 12 deletions.
42 changes: 30 additions & 12 deletions lectures/markov_chains_I.md
Original file line number Diff line number Diff line change
Expand Up @@ -812,7 +812,7 @@ P = np.array([[0.971, 0.029, 0.000],
P @ P
```

Let's pick an initial distribution $\psi_0$ and trace out the sequence of distributions $\psi_0 P^t$ for $t = 0, 1, 2, \ldots$
Let's pick an initial distribution $\psi_1, \psi_2, \psi_3$ and trace out the sequence of distributions $\psi_i P^t$ for $t = 0, 1, 2, \ldots$, for $i=1, 2, 3$.

First, we write a function to iterate the sequence of distributions for `ts_length` period

Expand All @@ -829,26 +829,44 @@ def iterate_ψ(ψ_0, P, ts_length):
Now we plot the sequence

```{code-cell} ipython3
ψ_0 = (0.0, 0.2, 0.8) # Initial condition
ψ_1 = (0.0, 0.0, 1.0)
ψ_2 = (1.0, 0.0, 0.0)
ψ_3 = (0.0, 1.0, 0.0) # Three initial conditions
colors = ['blue','red', 'green'] # Different colors for each initial point
# Define the vertices of the unit simplex
v = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1], [0, 0, 0]])
# Define the faces of the unit simplex
faces = [
[v[0], v[1], v[2]],
[v[0], v[1], v[3]],
[v[0], v[2], v[3]],
[v[1], v[2], v[3]]
]
fig = plt.figure()
ax = fig.add_subplot(projection='3d')
def update(n):
ψ_t = iterate_ψ(ψ_0, P, n+1)
def update(n):
ax.clear()
ax.set_xlim([0, 1])
ax.set_ylim([0, 1])
ax.set_zlim([0, 1])
ax.view_init(30, 210)
ax.view_init(45, 45)
for i, point in enumerate(ψ_t):
ax.scatter(point[0], point[1], point[2], color='r', s=60, alpha=(i+1)/len(ψ_t))
simplex = Poly3DCollection(faces, alpha=0.03)
ax.add_collection3d(simplex)
for idx, ψ_0 in enumerate([ψ_1, ψ_2, ψ_3]):
ψ_t = iterate_ψ(ψ_0, P, n+1)
for i, point in enumerate(ψ_t):
ax.scatter(point[0], point[1], point[2], color=colors[idx], s=60, alpha=(i+1)/len(ψ_t))
mc = qe.MarkovChain(P)
ψ_star = mc.stationary_distributions[0]
ax.scatter(ψ_star[0], ψ_star[1], ψ_star[2], c='k', s=60)
ax.scatter(ψ_star[0], ψ_star[1], ψ_star[2], c='yellow', s=60)
return fig,
Expand All @@ -860,9 +878,9 @@ HTML(anim.to_jshtml())
Here

* $P$ is the stochastic matrix for recession and growth {ref}`considered above <mc_eg2>`.
* The highest red dot is an arbitrarily chosen initial marginal probability distribution $\psi_0$, represented as a vector in $\mathbb R^3$.
* The other red dots are the marginal distributions $\psi_0 P^t$ for $t = 1, 2, \ldots$.
* The black dot is $\psi^*$.
* The red, blue and green dots are initial marginal probability distribution $\psi_1, \psi_2, \psi_3$, represented as a vector in $\mathbb R^3$.
* The transparent dots are the marginal distributions $\psi_i P^t$ for $t = 1, 2, \ldots$, for $i=1,2,3.$.
* The yellow dot is $\psi^*$.

You might like to try experimenting with different initial conditions.

Expand Down

0 comments on commit 34b0d72

Please sign in to comment.