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Exercise 7

Avg difficulty 3.0

Above we define a transition matrix to have each entry nonnegative and each column sum to 11.

  • Check that the three transition matrices shown in this Topic meet these two conditions. Must any transition matrix do so?

  • Observe that if Av⃗0=v⃗1A\vec{v}_{0}=\vec{v}_{1} and Av⃗1=v⃗2A\vec{v}_{1}=\vec{v}_{2} then A2A^{2} is a transition matrix from v⃗0\vec{v}_{0} to v⃗2\vec{v}_{2}. Show that a power of a transition matrix is also a transition matrix.

  • Generalize the prior item by proving that the product of two appropriately-sized transition matrices is a transition matrix.

Hefferon, Linear Algebra, Maps Between Spaces, Markov Chains, Exercise 7

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Adapted from Linear Algebra © 2016 Jim Hefferon. Licensed under CC BY-SA 3.0 US. Source: Linear Algebra. Imported at revision df2262e.