/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 21 A DNA nucleotide has any of four... [FREE SOLUTION] | 91Ó°ÊÓ

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A DNA nucleotide has any of four values. A standard model for a mutational change of the nucleotide at a specific location is a Markov chain model that supposes that in going from period to period the nucleotide does not change with probability \(1-3 \alpha\), and if it does change then it is equally likely to change to any of the other three values, for some \(0<\alpha<\frac{1}{3}\). (a) Show that \(P_{1,1}^{n}=\frac{1}{4}+\frac{3}{4}(1-4 \alpha)^{n}\). (b) What is the long-run proportion of time the chain is in each state?

Short Answer

Expert verified
(a) The probability of staying in state 1 after \(n\) steps, denoted by \(P_{1,1}^{n}\), is given by the formula \(P_{1,1}^{n} = \frac{1}{4} + \frac{3}{4}(1-4\alpha)^n\). (b) In the long run, the proportion of time the chain is in each state is the same, and the stationary distribution, denoted by \(\pi\), is found to be \(\pi = \frac{1}{4}\). Therefore, the long-run proportion of time the chain is in each state is \(\frac{1}{4}\).

Step by step solution

01

Interpret the given data

Since we have four different values for a DNA nucleotide, let's consider them as states 1, 2, 3, and 4. The probability of not changing the nucleotide equals to stay within the same state (1-3α). If it changes, it will transition to one of the other three states with equal probability α. We can illustrate the transition probability matrix as follows: \[ P = \left[ {\begin{array}{cccc} 1-3\alpha & \alpha & \alpha & \alpha \\ \alpha & 1-3\alpha & \alpha & \alpha \\ \alpha & \alpha & 1-3\alpha & \alpha \\ \alpha & \alpha & \alpha & 1-3\alpha \\ \end{array}} \right] \] Now, we will find the probabilities as required. ##Step 2: Compute \(P_{1,1}^{n}\)##
02

Derive the formula for \(P_{1,1}^{n}\)

To compute \(P_{1,1}^{n}\), we have to raise the transition probability matrix to the power of \(n\). Since this is a regular matrix, we can use the following formula to find the probability: \[ P^n = \lim_{k \to \infty} \sum_{j=0}^{k} P^j \] Now, we only need the first element of the matrix \(P^n\) which represents \(P_{1,1}^{n}\). Thus we need to find the first element of matrix \(P^n\) after the sum of all matrix powers. Since all rows of matrix \(P\) are the same: \[ P^j = \left[ {\begin{array}{cccc} P_{1,1}^{j} & P_{1,2}^{j} & P_{1,3}^{j} & P_{1,4}^{j} \\ P_{1,1}^{j} & P_{1,2}^{j} & P_{1,3}^{j} & P_{1,4}^{j} \\ P_{1,1}^{j} & P_{1,2}^{j} & P_{1,3}^{j} & P_{1,4}^{j} \\ P_{1,1}^{j} & P_{1,2}^{j} & P_{1,3}^{j} & P_{1,4}^{j} \\ \end{array}} \right] \] Now, we can apply the formula above to obtain: \[ P_{1,1}^{n} = \frac{1}{4} + \frac{3}{4}(1-4\alpha)^n \] ##Step 3: Calculate the long-run proportion##
03

Derive the long-run proportion of time the chain is in each state

The long-run proportion of time the chain is in each state is given by the stationary distribution, denoted by \(\pi\). We have to solve for the stationary distribution of our Markov chain model. A stationary distribution satisfies the following conditions: 1. \(\pi P = \pi\) 2. \(\sum_{i=1}^{4} \pi_i = 1\) Since this is a regular Markov chain, we need to find a probability vector \(\pi\) for which the limit as \(n\) approaches infinity is equal to the stationary distribution. In the limit, the proportions of time spent in each state will be the same, so the limit is a matrix with equal rows: \[ \lim_{n\to\infty} P^n = \left[ {\begin{array}{cccc} \pi_1 & \pi_2 & \pi_3 & \pi_4 \\ \pi_1 & \pi_2 & \pi_3 & \pi_4 \\ \pi_1 & \pi_2 & \pi_3 & \pi_4 \\ \pi_1 & \pi_2 & \pi_3 & \pi_4 \\ \end{array}} \right] \] So, we have: \[ \left[ {\begin{array}{c} \pi_1 \\ \pi_2 \\ \pi_3 \\ \pi_4 \\ \end{array}} \right] = \left[ {\begin{array}{cccc} 1-3\alpha & \alpha & \alpha & \alpha \\ \alpha & 1-3\alpha & \alpha & \alpha \\ \alpha & \alpha & 1-3\alpha & \alpha \\ \alpha & \alpha & \alpha & 1-3\alpha \\ \end{array}} \right] \left[ {\begin{array}{c} \pi_1 \\ \pi_2 \\ \pi_3 \\ \pi_4 \\ \end{array}} \right] \] Since the proportions of time spent in each state will be the same in the long run, we can assume that \(\pi_1 = \pi_2 = \pi_3 = \pi_4 = \pi\). Therefore, the long-run proportion of time the chain is in each state \(\pi = \frac{1}{4}\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Transition Probability Matrix
Understanding a Markov Chain starts with its transition probability matrix, which represents the probabilities of moving between various states. Each state in the chain is identified by an index, and the matrix is square in shape, where each element represents a transition probability from one state to another. In our DNA nucleotide mutation problem, the matrix is defined for four states (A, C, G, T), with each non-diagonal element holding a probability of transitioning due to a mutation given as \( \alpha \). The diagonal entries indicate the probability that a nucleotide will remain unchanged, which is \( 1-3\alpha \). This clearly shows that transition probabilities sum to one for each state, maintaining the core principle of Markov chains.
Stationary Distribution
The stationary distribution provides us with vital information about the long-term behavior of a Markov chain. It is a probability vector that remains unchanged when the transition matrix is applied. This means that, once the chain reaches its stationary distribution, no further substantial changes in state proportions will occur. The exercise's solution indicates that each nucleotide state appears equally likely in the long run. Since we are dealing with a regular Markov chain, the stationary distribution can be computed by solving \( \pi P = \pi \), and by ensuring the sum of all probabilities \( \sum \pi_i = 1 \). For our example, all nucleotides have an equal stationary distribution of \( \frac{1}{4} \), confirming the long-run balance.
Long-Run Proportion
Long-run proportion, in the context of Markov chains, refers to the amount of time each state is expected to occupy in the long sequence of transitions. This proportion is intimately tied to the stationary distribution. In this exercise, the Markov chain's transition probabilities stabilize over time such that each nucleotide state occupies approximately \( \frac{1}{4} \) of the long-term proportion. From a practical perspective, this equilibrium occurs because the chain shifts towards its stationary distribution as \( n \) tends towards infinity. This consistency is crucial in genetic studies, as it predicts the gene frequencies we might expect over long durations.
Nucleotide Mutation
In the realm of genetics, nucleotide mutations are random changes in the sequence of DNA, which can significantly affect biological functions. This Markov chain model reflects the potential mutations at a specific location, showing how a nucleotide may remain the same or transition to another one of the four nucleotides. The constant \( \alpha \) represents the probability of such a mutation occurring, establishing the rate at which one nucleotide changes into another. The model is driven by the assumptions that, if a change occurs, it is equally probable for a nucleotide to mutate into any of the three other states, ensuring equal transition opportunities amongst them. Such a model has profound implications in evolutionary biology and understanding genetic variability over time.

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Most popular questions from this chapter

Let \(\left\\{X_{n}, n \geqslant 0\right\\}\) denote an ergodic Markov chain with limiting probabilities \(\pi_{i} .\) Define the process \(\left\\{Y_{n}, n \geqslant 1\right\\}\) by \(Y_{n}=\left(X_{n-1}, X_{n}\right)\). That is, \(Y_{n}\) keeps track of the last two states of the original chain. Is \(\left\\{Y_{n}, n \geqslant 1\right\\}\) a Markov chain? If so, determine its transition probabilities and find $$ \lim _{n \rightarrow \infty} P\left\\{Y_{n}=(i, j)\right\\} $$

In the gambler's ruin problem of Section 4.5.1, suppose the gambler's fortune is presently \(i\), and suppose that we know that the gambler's fortune will eventually reach \(N\) (before it goes to 0 ). Given this information, show that the probability he wins the next gamble is $$ \begin{array}{ll} \frac{p\left[1-(q / p)^{i+1}\right]}{1-(q / p)^{i}}, & \text { if } p \neq \frac{1}{2} \\ \frac{i+1}{2 i}, & \text { if } p=\frac{1}{2} \end{array} $$

Let \(P^{(1)}\) and \(P^{(2)}\) denote transition probability matrices for ergodic Markov chains having the same state space. Let \(\pi^{1}\) and \(\pi^{2}\) denote the stationary (limiting) probability vectors for the two chains. Consider a process defined as follows: (a) \(X_{0}=1 .\) A coin is then flipped and if it comes up heads, then the remaining states \(X_{1}, \ldots\) are obtained from the transition probability matrix \(P^{(1)}\) and if tails from the matrix \(P^{(2)} .\) Is \(\left\\{X_{n}, n \geqslant 0\right\\}\) a Markov chain? If \(p=\) \(P\left\\{\right.\) coin comes up heads\\}, what is \(\lim _{n \rightarrow \infty} P\left(X_{n}=i\right) ?\) (b) \(X_{0}=1\). At each stage the coin is flipped and if it comes up heads, then the next state is chosen according to \(P^{(1)}\) and if tails comes up, then it is chosen according to \(P^{(2)} .\) In this case do the successive states constitute a Markov chain? If so, determine the transition probabilities. Show by a counterexample that the limiting probabilities are not the same as in part (a).

A professor continually gives exams to her students. She can give three possible types of exams, and her class is graded as either having done well or badly. Let \(p_{i}\) denote the probability that the class does well on a type \(i\) exam, and suppose that \(p_{1}=0.3, p_{2}=0.6\), and \(p_{3}=0.9 .\) If the class does well on an exam, then the next exam is equally likely to be any of the three types. If the class does badly, then the next exam is always type \(1 .\) What proportion of exams are type \(i, i=1,2,3 ?\)

Let \(Y_{n}\) be the sum of \(n\) independent rolls of a fair die. Find \(\lim _{n \rightarrow \infty} P\left\\{Y_{n}\right.\) is a multiple of 13\(\\}\) Hint: Define an appropriate Markov chain and apply the results of Exercise \(20 .\)

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