aboutsummaryrefslogtreecommitdiffstats
path: root/vorlesungen/slides/8/markov
diff options
context:
space:
mode:
authorAndreas Müller <andreas.mueller@ost.ch>2021-03-16 15:48:10 +0100
committerAndreas Müller <andreas.mueller@ost.ch>2021-03-16 15:48:10 +0100
commit4614294614e6f6b38e0ca86e77871e75b4c26071 (patch)
tree23ac9079936fd3b79e790897c690146dec577eb0 /vorlesungen/slides/8/markov
parentadd new slide (diff)
downloadSeminarMatrizen-4614294614e6f6b38e0ca86e77871e75b4c26071.tar.gz
SeminarMatrizen-4614294614e6f6b38e0ca86e77871e75b4c26071.zip
add new slides
Diffstat (limited to 'vorlesungen/slides/8/markov')
-rw-r--r--vorlesungen/slides/8/markov/google.tex123
-rw-r--r--vorlesungen/slides/8/markov/irreduzibel.tex136
-rw-r--r--vorlesungen/slides/8/markov/markov.tex111
-rw-r--r--vorlesungen/slides/8/markov/pf.tex53
-rw-r--r--vorlesungen/slides/8/markov/stationaer.tex57
5 files changed, 0 insertions, 480 deletions
diff --git a/vorlesungen/slides/8/markov/google.tex b/vorlesungen/slides/8/markov/google.tex
deleted file mode 100644
index d1ec31d..0000000
--- a/vorlesungen/slides/8/markov/google.tex
+++ /dev/null
@@ -1,123 +0,0 @@
-%
-% google.tex
-%
-% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
-%
-\begin{frame}[t]
-\setlength{\abovedisplayskip}{5pt}
-\setlength{\belowdisplayskip}{5pt}
-\frametitle{Google-Matrix}
-\vspace{-20pt}
-\begin{columns}[t,onlytextwidth]
-\begin{column}{0.48\textwidth}
-\begin{center}
-\begin{tikzpicture}[>=latex,thick]
-
-\def\r{2.4}
-\coordinate (A) at (0,0);
-\coordinate (B) at (0:\r);
-\coordinate (C) at (60:\r);
-\coordinate (D) at (120:\r);
-\coordinate (E) at (180:\r);
-
-\foreach \a in {2,...,5}{
- \fill[color=white] ({60*(\a-2)}:\r) circle[radius=0.2];
- \draw ({60*(\a-2)}:\r) circle[radius=0.2];
- \node at ({60*(\a-2)}:\r) {$\a$};
-}
-\fill[color=white] (A) circle[radius=0.2];
-\draw (A) circle[radius=0.2];
-\node at (A) {$1$};
-
-{\color<6>{red}
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (A) -- (B);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (A) -- (C);
-}
-
-{\color<7>{red}
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (B) -- (C);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (B) to[out=-150,in=-30] (E);
-}
-
-{\color<8>{red}
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (C) to[out=-90,in=30] (A);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (C) to[out=-30,in=90] (B);
-}
-
-{\color<9>{red}
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (D) -- (C);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (D) -- (A);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (D) -- (E);
-}
-
-{\color<10>{red}
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (E) -- (A);
- \draw[->,shorten >= 0.2cm,shorten <= 0.2cm] (E) to[out=90,in=-150] (D);
-}
-
-\end{tikzpicture}
-\end{center}
-\vspace{-10pt}
-\renewcommand{\arraystretch}{1.1}
-\uncover<5->{
-\begin{align*}
-H&=\begin{pmatrix}
-\uncover<6->{0 }
- &\uncover<7->{0 }
- &\uncover<8->{{\color<8>{red}\frac{1}{2}}}
- &\uncover<9->{{\color<9>{red}\frac{1}{3}}}
- &\uncover<10->{{\color<10>{red}\frac{1}{2}}}\\
-\uncover<6->{{\color<6>{red}\frac{1}{2}}}
- &\uncover<7->{0 }
- &\uncover<8->{{\color<8>{red}\frac{1}{2}}}
- &\uncover<9->{0 }
- &\uncover<10->{0 }\\
-\uncover<6->{{\color<6>{red}\frac{1}{2}}}
- &\uncover<7->{{\color<7>{red}\frac{1}{2}}}
- &\uncover<8->{0 }
- &\uncover<9->{{\color<9>{red}\frac{1}{3}}}
- &\uncover<10->{0 }\\
-\uncover<6->{0 }
- &\uncover<7->{0 }
- &\uncover<8->{0 }
- &\uncover<9->{0 }
- &\uncover<10->{{\color<10>{red}\frac{1}{2}}}\\
-\uncover<6->{0 }
- &\uncover<7->{{\color<7>{red}\frac{1}{2}}}
- &\uncover<8->{0 }
- &\uncover<9->{{\color<9>{red}\frac{1}{3}}}
- &\uncover<10->{0 }
-\end{pmatrix}
-\\
-\uncover<11->{
-h_{ij}
-&=
-\frac{1}{\text{Anzahl Links ausgehend von $j$}}
-}
-\end{align*}}
-\end{column}
-\begin{column}{0.48\textwidth}
-\begin{block}{Aufgabe}
-Bestimme die Wahrscheinlichkeit $p(i)$, mit der sich ein Surfer
-auf der Website $i$ befindet
-\end{block}
-\uncover<2->{
-\begin{block}{Navigation}
-$p(i) = P(i,\text{vor Navigation})$,
-\uncover<3->{$p'(i)=P(i,\text{nach Navigation})$}
-\uncover<4->{
-\[
-p'(i) = \sum_{j=1}^n h_{ij} p(j)
-\]}
-\end{block}}
-\vspace{-15pt}
-\begin{block}{Freier Wille}
-\vspace{-12pt}
-\[
-G = \alpha H + (1-\alpha)\frac{UU^t}{n}
-\]
-Google-Matrix
-\end{block}
-\end{column}
-\end{columns}
-\end{frame}
diff --git a/vorlesungen/slides/8/markov/irreduzibel.tex b/vorlesungen/slides/8/markov/irreduzibel.tex
deleted file mode 100644
index 87e90e4..0000000
--- a/vorlesungen/slides/8/markov/irreduzibel.tex
+++ /dev/null
@@ -1,136 +0,0 @@
-%
-% irreduzibel.tex
-%
-% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
-%
-\begin{frame}[t]
-\frametitle{Irreduzible Markovkette}
-\vspace{-20pt}
-\begin{columns}[t,onlytextwidth]
-\begin{column}{0.48\textwidth}
-\begin{center}
-\begin{tikzpicture}[>=latex,thick]
-\def\r{2}
-\coordinate (A) at ({\r*cos(0*60)},{\r*sin(0*60)});
-\coordinate (B) at ({\r*cos(1*60)},{\r*sin(1*60)});
-\coordinate (C) at ({\r*cos(2*60)},{\r*sin(2*60)});
-\coordinate (D) at ({\r*cos(3*60)},{\r*sin(3*60)});
-\coordinate (E) at ({\r*cos(4*60)},{\r*sin(4*60)});
-\coordinate (F) at ({\r*cos(5*60)},{\r*sin(5*60)});
-
-\uncover<-2>{
-\draw (A) -- (B);
-\draw (A) -- (C);
-\draw (A) -- (D);
-\draw (A) -- (E);
-\draw (A) -- (F);
-
-\draw (B) -- (A);
-\draw (B) -- (C);
-\draw (B) -- (D);
-\draw (B) -- (E);
-\draw (B) -- (F);
-
-\draw (C) -- (A);
-\draw (C) -- (B);
-\draw (C) -- (D);
-\draw (C) -- (E);
-\draw (C) -- (F);
-
-\draw (D) -- (A);
-\draw (D) -- (B);
-\draw (D) -- (C);
-\draw (D) -- (E);
-\draw (D) -- (F);
-
-\draw (E) -- (A);
-\draw (E) -- (B);
-\draw (E) -- (C);
-\draw (E) -- (D);
-\draw (E) -- (F);
-
-\draw (F) -- (A);
-\draw (F) -- (B);
-\draw (F) -- (C);
-\draw (F) -- (D);
-\draw (F) -- (E);
-}
-
-\uncover<3->{
-
-\draw[->,color=black!30,shorten >= 0.15cm,line width=3pt] (A) to[out=90,in=-30] (B);
-\draw[->,color=black!70,shorten >= 0.15cm,line width=3pt] (A) -- (C);
-\draw[->,color=black!20,shorten >= 0.15cm,line width=3pt] (B) -- (A);
-\draw[->,color=black!60,shorten >= 0.15cm,line width=3pt] (B) to[out=150,in=30] (C);
-\draw[->,color=black!20,shorten >= 0.15cm,line width=3pt] (B) to[out=-90,in=-150,distance=1cm] (B);
-\draw[->,color=black!50,shorten >= 0.15cm,line width=3pt] (C) to[out=-60,in=180] (A);
-\draw[->,color=black!50,shorten >= 0.15cm,line width=3pt] (C) -- (B);
-
-\draw[->,color=black!40,shorten >= 0.15cm,line width=3pt]
- (D) to[out=-90,in=150] (E);
-\draw[->,color=black!30,shorten >= 0.15cm,line width=3pt]
- (E) -- (D);
-\draw[->,color=black!70,shorten >= 0.15cm,line width=3pt]
- (E) to[out=-30,in=-150] (F);
-\draw[->,color=black!40,shorten >= 0.15cm,line width=3pt]
- (F) -- (E);
-\draw[->,color=black!60,shorten >= 0.15cm,line width=3pt]
- (F) to[out=120,in=0] (D);
-\draw[->,color=black!60,shorten >= 0.15cm,line width=3pt]
- (D) -- (F);
-}
-
-\fill[color=white] (A) circle[radius=0.2];
-\fill[color=white] (B) circle[radius=0.2];
-\fill[color=white] (C) circle[radius=0.2];
-\fill[color=white] (D) circle[radius=0.2];
-\fill[color=white] (E) circle[radius=0.2];
-\fill[color=white] (F) circle[radius=0.2];
-
-\draw (A) circle[radius=0.2];
-\draw (B) circle[radius=0.2];
-\draw (C) circle[radius=0.2];
-\draw (D) circle[radius=0.2];
-\draw (E) circle[radius=0.2];
-\draw (F) circle[radius=0.2];
-
-\node at (A) {$1$};
-\node at (B) {$2$};
-\node at (C) {$3$};
-\node at (D) {$4$};
-\node at (E) {$5$};
-\node at (F) {$6$};
-
-\end{tikzpicture}
-\end{center}
-\uncover<2->{%
-\begin{block}{Irreduzibel}
-Graph zusammenhängend $\Rightarrow$
-Keine Zerlegung in Teilgraphen möglich
-\end{block}}
-\end{column}
-\begin{column}{0.48\textwidth}
-\uncover<3->{%
-\begin{block}{Reduzibel}
-Die Zustandsmenge zerfällt in zwei disjunkte Teilmengen $V=V_1\cup V_2$
-und es gibt keine Übergängen zwischen den Mengen:
-\uncover<4->{%
-\begin{align*}
-P
-&=
-\begin{pmatrix*}[l]
-0 &0.2&0.5& & & \\
-0.3&0.2&0.5& & & \\
-0.7&0.6&0 & & & \\
- & & &0 &0.3&0.4\\
- & & &0.4&0 &0.6\\
- & & &0.6&0.7&0
-\end{pmatrix*}
-\end{align*}}%
-\uncover<5->{%
-$P$ zerfällt in zwei Blöcke die unabhängig voneinander analysiert werden können
-}
-\end{block}}
-\end{column}
-\end{columns}
-\end{frame}
diff --git a/vorlesungen/slides/8/markov/markov.tex b/vorlesungen/slides/8/markov/markov.tex
deleted file mode 100644
index e92ff0f..0000000
--- a/vorlesungen/slides/8/markov/markov.tex
+++ /dev/null
@@ -1,111 +0,0 @@
-%
-% markov.tex
-%
-% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
-%
-\bgroup
-\setlength{\abovedisplayskip}{5pt}
-\setlength{\belowdisplayskip}{5pt}
-\begin{frame}[t]
-\frametitle{Markovketten}
-\vspace{-20pt}
-\begin{columns}[t,onlytextwidth]
-\begin{column}{0.48\textwidth}
-\begin{center}
-\begin{tikzpicture}[>=latex,thick]
-
-\def\r{2.2}
-
-\coordinate (A) at ({\r*cos(0*72)},{\r*sin(0*72)});
-\coordinate (B) at ({\r*cos(1*72)},{\r*sin(1*72)});
-\coordinate (C) at ({\r*cos(2*72)},{\r*sin(2*72)});
-\coordinate (D) at ({\r*cos(3*72)},{\r*sin(3*72)});
-\coordinate (E) at ({\r*cos(4*72)},{\r*sin(4*72)});
-
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black!40]
- (A) -- (C);
-\draw[color=white,line width=8pt] (B) -- (D);
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black!80]
- (B) -- (D);
-
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black!60]
- (A) -- (B);
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black!20]
- (B) -- (C);
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black]
- (C) -- (D);
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black]
- (D) -- (E);
-\draw[->,shorten >= 0.1cm,shorten <= 0.1cm,line width=4pt,color=black]
- (E) -- (A);
-
-\fill[color=white] (A) circle[radius=0.2];
-\fill[color=white] (B) circle[radius=0.2];
-\fill[color=white] (C) circle[radius=0.2];
-\fill[color=white] (D) circle[radius=0.2];
-\fill[color=white] (E) circle[radius=0.2];
-
-\draw (A) circle[radius=0.2];
-\draw (B) circle[radius=0.2];
-\draw (C) circle[radius=0.2];
-\draw (D) circle[radius=0.2];
-\draw (E) circle[radius=0.2];
-
-\node at (A) {$1$};
-\node at (B) {$2$};
-\node at (C) {$3$};
-\node at (D) {$4$};
-\node at (E) {$5$};
-
-\node at ($0.5*(A)+0.5*(B)-(0.1,0.1)$) [above right] {$\scriptstyle 0.6$};
-\node at ($0.5*(B)+0.5*(C)+(0.05,-0.07)$) [above left] {$\scriptstyle 0.2$};
-\node at ($0.5*(C)+0.5*(D)+(0.05,0)$) [left] {$\scriptstyle 1$};
-\node at ($0.5*(D)+0.5*(E)$) [below] {$\scriptstyle 1$};
-\node at ($0.5*(E)+0.5*(A)+(-0.1,0.1)$) [below right] {$\scriptstyle 1$};
-\node at ($0.6*(A)+0.4*(C)$) [above] {$\scriptstyle 0.4$};
-\node at ($0.4*(B)+0.6*(D)$) [left] {$\scriptstyle 0.8$};
-
-\end{tikzpicture}
-\end{center}
-\vspace{-10pt}
-\uncover<7->{%
-\begin{block}{Verteilung}
-\begin{itemize}
-\item<8->
-Welche stationäre Verteilung auf den Knoten stellt sich ein?
-\item<9->
-$P(i)=?$
-\end{itemize}
-\end{block}}
-\end{column}
-\begin{column}{0.48\textwidth}
-\uncover<2->{%
-\begin{block}{\strut\mbox{Übergang\only<3->{s-/Wahrscheinlichkeit}smatrix}}
-$P_{ij} = P(i | j)$, Wahrscheinlichkeit, in den Zustand $i$ überzugehen,
-\begin{align*}
-P
-&=
-\begin{pmatrix}
- & & & &1\phantom{.0}\\
-0.6& & & & \\
-0.4&0.2& & & \\
- &0.8&1\phantom{.0}& & \\
- & & &1\phantom{.0}&
-\end{pmatrix}
-\end{align*}
-\end{block}}
-\vspace{-10pt}
-\uncover<4->{%
-\begin{block}{Eigenschaften}
-\begin{itemize}
-\item<5-> $P_{ij}\ge 0\;\forall i,j$
-\item<6-> Spaltensumme:
-\(
-\displaystyle
-\sum_{i=1}^n P_{ij} = 1\;\forall j
-\)
-\end{itemize}
-\end{block}}
-\end{column}
-\end{columns}
-\end{frame}
diff --git a/vorlesungen/slides/8/markov/pf.tex b/vorlesungen/slides/8/markov/pf.tex
deleted file mode 100644
index da2ef2b..0000000
--- a/vorlesungen/slides/8/markov/pf.tex
+++ /dev/null
@@ -1,53 +0,0 @@
-%
-% pf.tex
-%
-% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
-%
-\begin{frame}[t]
-\frametitle{Perron-Frobenius-Theorie}
-\vspace{-20pt}
-\begin{columns}[t,onlytextwidth]
-\begin{column}{0.48\textwidth}
-\begin{block}{Positive Matrizen und Vektoren}
-$P\in M_{m\times n}(\mathbb{R})$
-\begin{itemize}
-\item<2->
-$P$ heisst positiv, $P>0$, wenn $p_{ij}>0\;\forall i,j$
-\item<3->
-$P\ge 0$, wenn $p_{ij}\ge 0\;\forall i,j$
-\end{itemize}
-\end{block}
-\uncover<4->{%
-\begin{block}{Beispiele}
-\begin{itemize}
-\item<5->
-Adjazenzmatrix $A(G)$
-\item<6->
-Gradmatrix $D(G)$
-\item<7->
-Wahrscheinlichkeitsmatrizen
-\end{itemize}
-\end{block}}
-\end{column}
-\begin{column}{0.48\textwidth}
-\uncover<8->{%
-\begin{block}{Satz}
-Es gibt einen positiven Eigenvektor $p$ von $P$ zum Eigenwert $1$
-\end{block}}
-\uncover<9->{%
-\begin{block}{Satz}
-$P$ irreduzible Matrix, $P\ge 0$, hat einen Eigenvektor $p$, $p\ge 0$,
-zum Eigenwert $1$
-\end{block}}
-\uncover<10->{%
-\begin{block}{Potenzmethode}
-Falls $P\ge 0$ einen eindeutigen Eigenvektor $p$ hat\uncover<11->{,
-dann konveriert die rekursiv definierte Folge
-\[
-p_{n+1}=\frac{Pp_n}{\|Pp_n\|}, p_0 \ge 0, p_0\ne 0
-\]}%
-\uncover<12->{$\displaystyle\lim_{n\to\infty} p_n = p$}
-\end{block}}
-\end{column}
-\end{columns}
-\end{frame}
diff --git a/vorlesungen/slides/8/markov/stationaer.tex b/vorlesungen/slides/8/markov/stationaer.tex
deleted file mode 100644
index 92fab16..0000000
--- a/vorlesungen/slides/8/markov/stationaer.tex
+++ /dev/null
@@ -1,57 +0,0 @@
-%
-% stationaer.tex
-%
-% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
-%
-\begin{frame}[t]
-\frametitle{Stationäre Verteilung}
-%\vspace{-15pt}
-\begin{columns}[t,onlytextwidth]
-\begin{column}{0.48\textwidth}
-\begin{block}{Zeitentwicklung}
-\begin{itemize}
-\item<2->
-$P$ eine Wahrscheinlichkeitsmatrix
-\item<3->
-$p_0\in\mathbb{R}^n$ Verteilung zur Zeit $t=0$ bekannt
-\item<4->
-$p_k\in\mathbb{R}^n$ Verteilung zur Zeit $t=k$
-\end{itemize}
-\uncover<5->{%
-Entwicklungsgesetz
-\begin{align*}
-P(i,t=k)
-&=
-\sum_{j=1}^n P_{ij} P(j,t=k-1)
-\\
-\uncover<6->{
-p_k &= Pp_{k-1}
-}
-\end{align*}}
-\end{block}
-\end{column}
-\begin{column}{0.48\textwidth}
-\uncover<7->{%
-\begin{block}{Stationär}
-Bedingung: $p_{k\mathstrut} = p_{k-1}$
-\uncover<8->{
-\begin{align*}
-\Rightarrow
-Pp &= p
-\end{align*}}\uncover<9->{%
-Eigenvektor zum Eigenwert $1$}
-\end{block}}
-\uncover<10->{%
-\begin{block}{Fragen}
-\begin{enumerate}
-\item<11->
-Gibt es eine stationäre Verteilung?
-\item<12->
-Gibt es einen Eigenvektor mit Einträgen $\ge 0$?
-\item<13->
-Gibt es mehr als eine Verteilung?
-\end{enumerate}
-\end{block}}
-\end{column}
-\end{columns}
-\end{frame}