Math 4740: Homework 5 Solutions

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1 Math 4740: Homework 5 Solutions. (a) When f x, n i f(x i) N n (x) and y X π(y)f(y) π(x). Therefore the desired statement reduces to N n (x) lim which was shown in class. π(x) with probability, (b) Fix y X. By the definition of x, x X c x x (y) c y f(y). (c) First use (b) to expand f as a linear combination of the x, then bring the limit inside the linear combination and use (a). lim n i f(x i ) lim x X n c x x (X i ) x X x X i c x lim n x (X i ) i c x π(x) x X π(x)f(x) with probability. 2. (a) For each 0 i N, π(i)p (i, i + ) π(i + )P (i +, i). Since P (i, i+) /3 and P (i+, i) 2/3, this means π(i) 2π(i+). Therefore for any 0 j N, π(j) 2 j π(0). We compute N π(j) N 2 j π(0) (2 2 N )π(0). Therefore π(0) /(2 2 N ) 2 N /(2 N+ ) and π(j) 2 N j /(2 N+ ). (b) Again, each π(j) 2 j π(0), and π(j) 2π(0), so π(0) /2 and π(j) 2 j. For each j > 0, P (i, j) 0 except when i j ±, when we have P (j, j) /3 and P (j +, j) 2/3. Therefore, i0 π(i)p (i, j) 3 π(j ) π(j + ) 3 2 j π(j). j+2 2j+

2 When j 0 we have i0 π(i)p (i, 0) π(0)p (0, 0) + π()p (, 0) π(0). 3. Under the assumptions, the total number of spaces equals the total number of words. Therefore the total number of characters (i.e. letters plus spaces) equals the number of letters plus the number of words. So: π(space) # spaces # characters , π(f ) # letters F # characters , π(z) # letters Z # characters We compute P (F, O) P (O, R) # 2-grams FO # letters F , # 2-grams OR # letters O P (space, F ) is the probability that a word starts with F, while P (R, space) is the probability that a given letter R occurs at the end of its word. P (space, F ) P (R, space) # words starting with F # words # words ending with R # letters R , (a) We have π() f(, β) P (, β) f(γ),, γ where the sum in the denominator of π() is over all characters γ.

3 (b) To verify that πp π, we must check that π()p (, β) π(β) for all characters β. Let Z γ f(γ). Then π()p (, β) Z f(, β) Z f(, β), which will equal π(β) f(β)/z as long as f(, β) f(β). This is true because every time the character β appears, it is preceded by some other character, so if we sum over all possible preceding characters, we get the total number of occurrences of β. The alert reader may notice a minor problem with the reasoning above. We are treating the Google corpus as a long string of words, each one followed by a space. What if β 0 is the very first letter in the corpus? Then f(β 0 ) is the total number of occurrences of β 0, while f(, β 0) is the total number of times that β 0 occurs after some other character. So f(β 0 ) + f(, β 0 ), while for β β 0, f(β) f(, β) as desired. The solution is to declare that if β 0 is the first letter in the corpus, then f(space, β 0 ) should not denote the total number of occurrences of the 2-gram (space, β 0 ), but rather the total number of words beginning with β 0, which is the number of occurrences of (space, β 0 ) plus one. In fact, this modification is necessary for the definition of P given in part (a) actually to give a valid transition matrix. When we declared that P (, β) f(, β)/, we were asserting that for each character, β f(, β), in order for each row of P to sum to. Since is the total number of occurrences of and β f(, β) is the number of times that is followed by some other character, this is true except when is the very last character in the corpus, which we are assuming is a space. That is, using the unmodified definition of f(, β), we have β f(, β) for all (space), but f(space) + β f(space, β). When we increase f(space, β 0) by, this makes f(space) β f(space, β), so that P is a valid transition matrix. If you look at the computation of P (space, F ) in problem 4, you will see that we have implicitly followed this rule.

4 6. (a) There are many solutions to this problem. For example, the probability that a string of 3 consecutive characters in the Markov model equals BLL is P π (X k B, X k+ L, X k+2 L) π(b)p (B, L)P (L, L) Since the whole corpus has characters, there are strings of 3 consecutive characters, each of which has probability of being BLL. Hence the expected number of occurrences of BLL in a body of text produced by the Markov model with the same length as the Google corpus is The actual number of occurrences is zero! Note: To make the reasoning above rigorous, let (X 0,..., X N ) be the text produced by the Markov model, where N For 0 k N 3, define random variables k to be if (X k, X k+, X k+2 ) (B, L, L) and 0 otherwise. The variables k are not independent, but by linearity of expectation, [ N 3 E π [# occurrences of BLL] E π N 3 k0 k0 k ] N 3 k0 E π [ k ] P π (X k B, X k+ L, X k+2 L) (N 2)π(B)P (B, L)P (L, L). (b) The word F OR (preceded and followed by spaces) appears times in the data set. To figure out how many times it would be expected to appear from the Markov model, there are two approaches which yield essentially the same answer. First approach: In a body of text with words produced by the Markov model, how many of them would be the word F OR? The probability

5 that any individual word is F OR is P space (X F, X 2 O, X 3 R, X 4 space) P (space, F )P (F, O)P (O, R)P (R, space) , using the computations from problem 4. Therefore the expected number of words F OR is Second approach: In a body of text with characters produced by the Markov model, what is the expected number of occurrences of the 5- gram (space, F, O, R, space)? The probability that any particular string of 5 consecutive characters is (space, F, O, R, space) equals P π (X k space, X k+ F, X k+2 O, X k+3 R, X k+4 space) π(space)p (space, F )P (F, O)P (O, R)P (R, space) The number of strings of 5 consecutive characters is Therefore, the expected number of occurrences of the 5-gram is Using either approach, the word F OR appears about 52 times as often in the data set as the Markov model would predict. The answers provided by the two approaches are almost but not quite equal. The expectation given by the first approach is (# words)p (space, F )P (F, O)P (O, R)P (R, space), while the expectation given by the second approach is (# characters 4)π(space)P (space, F )P (F, O)P (O, R)P (R, space). Since π(space) # words # characters, the only difference is the minus 4 in the second expression. between the answers given by the two approaches is # characters # characters The ratio

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