Finite Mathematics

Finite Mathematics covers mathematical concepts and techniques applicable to business and social sciences, including matrix algebra, linear programming, and probability.

Advanced Topics

Markov Chains

Markov Chains and Random Processes

Markov chains model situations where the next state depends only on the current state, not how you got there. Each state transitions to another with a certain probability.

Transition Matrices

We use matrices to represent the probabilities of moving from one state to another. After several steps, we can predict the likelihood of being in any state.

Real-World Uses

Markov chains are used in economics, board games, customer behavior prediction, and even Google's PageRank algorithm!

Key Formula

\[ \mathbf{P}_{n+1} = \mathbf{P}_n \times \mathbf{T} \] where \(\mathbf{P}_n\) is the probability vector at step \(n\), and \(\mathbf{T}\) is the transition matrix.

Key Formula

\[\mathbf{P}_{n+1} = \mathbf{P}_n \times \mathbf{T}\]

Examples

  • Predicting how a customer moves between being a browser and a buyer on a website.

  • Modeling board game moves where each roll depends only on the current square.

In a Nutshell

Markov chains predict future events based on current information using transition probabilities.

Key Terms

Markov Chain
A process where the next state depends only on the current state.
Transition Matrix
A matrix showing the probabilities of moving between states.