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Is mathematical model technique, , derived from matrix algebra

that describes the transitions a cohort patients make among

number of mutually exclusive and exhaustive health states

during a series of short interval or cycles .

Properties of markov model

Patient is always in one of a finite number of health states.

Events are modeled as transitions from one state to

another.

Contribution of utility to overall prognosis depends on

length of time spent in health state.

During each cycle the patients by make transitions from

one state to another.

Markov model are particularly useful to describe a wide

variety of behavioral such as consumer behavior patterns,

mobility patterns friend ship formations ,net works, voting

patterns environments management .example as patient

movement between hospital stations ),etc. among in

numerable other applications in the social sciences.

Markov models represent a variant of decision analysis for

pharmacoeconomices evaluation where the treatment

pathways and options may be both complex and repetitive

markov models can also be used in situations where

prevalence as well as incidence based assessments one

required.

In representing complex decision process in simple and

convenient mathematical form.

Development planning contains a number of therioes and

planning models . markov model is one of the best planning

model of them.

Markov model is astochastic model used to model randomly

changing systems where it is assumed that future stateas

depende only on the current state not on the eventes that

occurred before it (thatis ti, assumeas the markov property).

Markov model chain is one of the most powerful tools for

analyzing complex stochastic system.

Markov chain model have become popular in manpower

planning system .

Several reserchers have adopted markov chain models to

clarify manpower policy issues.

What is markov chain model?

Astochastic model that desciribes the probabilities of

transition among the states the states of a system.

It is arandom process that undergoes transitions from one to

another on a state space.

Change of stateas dependes probabilistically only on the

current state of the system.

It is required to possess aproperty that is usually

characterized as “memoryloss”:the probability distribution of

the next state depends only on the current state and not on

the sequence of events that preceded it.

A markov model is defined by asset of states

Some states emit symbols

Other states (examples . the begin state )are silent.

Changes of state dependes probabilistically on the current

state of the system .

Markov chain model makes calculation of conditional

probability easy.

Markov assumptions

The probabilities of moving from a state to all others sum to

one .

The probabilities apply to all system participants.

The probabilities are constant over time.

Configuration of the markov –chain model

Markov system deal with stochastic environments in which

possible “out comes occur at the end of a well –defined ,

usually first period “.

This situation further involves a multi period time frame ,

during which the occurring consumer’s transient behavior ,

for example, affects the stability of the firm’sperformance.

This transient behavior , whose future out come is unknown

but needs to be predicated , createas inter –period

transitional probabilities.

Such stochastic process ,contains aspecial cause , where the

transitional probabilities from one time period to another

remains stationary , in which case the process is referred to

as the markov –chain.

Examples please note in markov model we use the probability

(cohort rates or percent to probability

well sick

dead

well 20 sick

5 30

dead

100

Transition probability

Matrix

well 0.75 0.2 0.05

Sick 0 0 0.3

dead 0 0 1

dead 1

sick

well

0.30

dead

0.70 0.05

0.75 0.2

sick

well

0.70+0.30=1

0.75+0.20+0.05=1

dead 1

sick

well

0.30

dead

0.70 0.05

0.75 0.2

sick

well

0 1 0 0

1 0.75 0.2 0.05

2 0.56 0.29 0.15

Calculation of cycle 2 0.75x0.75 ( 0.75x0.2)+(0.2x0.05) (0.75x0.05)+(0.2x0.3)+0.05

(Well*well) (well*sick)+(sick*sick ) (well*dead)+(sick*dead)+dead

3 0.42 0.32 0.26

Calculation of cycle 3 ( 0.56*0.75 ) ( 0.56*0.20)+0.29*0.7) (0.56*0.05)+0.29*0.3)+0.15

4 0.32 0.31 0.38

Calculation of cycle 4 0.42*0.75 (0.4*0.2)+(0.32*0.7) (0.42*0.05)+(0.26*0.30)+0.26

Cycle well sick dead

0 1 0 0

1 0.75 0.2 0.05

2 0.56 0.29 0.15

3 0.42 0.32 0.26

4 0.32 0.31 0.38

terms if the problem state a number of population , or a

specific cost , do all the pervious steps +multiplying by the

stated population or cost.

Construct a markov model for a cohort of 5000 using the

following.

well 20 sick

5 30

dead

100

probability number number numbers

0 1 5000 0 0 0 0

1 0.75 3750 0.2 1000 0.05 250

2 0.56 2800 0.29 1450 0.15 750

3 0.42 2100 0.32 1600 0.26 1300

4 0.32 1600 0.31 1550 0.38 1900

Lets try to understand markov chain from very simple example

Weather :

40%

80%

0.6 0.2

Conclusion

Markov chain is a simple concept which can explain most complicated really time

mainly of the artificial intelligence tools use this simple principle called markov

chain in some form.

This presentation illustrate how easy it is to understand this concept and some of it’s

applications

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