markov matrix
1.two special properties of A(markov matrix)
- Every entry of A is positive: a i j > 0. a_{ij} > 0. aij>0.
- Every column of A adds to 1
2.If A is a positive Markov matrix(entries
a
i
j
>
0
a_{ij}>0
aij>0, each columns adds to 1.), then
λ
1
=
1
\lambda_1=1
λ1=1 is larger than any other eigenvalue. The eigenvector
x
1
x_1
x1 is steady state.
u
=
x
1
+
c
2
(
λ
)
k
x
2
+
.
.
.
+
c
n
(
λ
)
k
x
n
a
l
w
a
y
s
a
p
p
r
o
a
c
h
e
s
u
∞
=
x
1
u = x_1 + c_2(\lambda)^kx_2 + ... + c_n(\lambda)^kx_n\quad always\quad approaches \quad u_\infty=x_1
u=x1+c2(λ)kx2+...+cn(λ)kxnalwaysapproachesu∞=x1
3.If
A
=
A
T
A=A^T
A=AT:
The eigenvalues are REAL.
The eigenvectors are perpendicular.
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