Exercise 5.3.7

Answers

Using the language of the stochastic matrix, we direct write the stochastic matrix to be

A = (11 300 001 30 02 300 002 31 ).

I don’t think there is too much difference between the process of diagonalizing and finding the eigenvectors. It’s much easier to observe the sequence

e2,Ae2,A2e 2,,

which is

(0 1 0 0 ), (1 3 0 2 3 0 ), (1 3 2 9 0 4 9 ) , (11 27 0 4 27 4 9 ) , (11 27 4 81 0 44 81 ) ,

And find the limit of the first entry to be

1 3 + 2 3 1 9 + 2 3 2 9 1 9 + 2 3 (2 9)2 1 9 +
1 3 + 2 3 1 9 1 2 9 = 3 7.

So the answer is 3 7.

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2011-06-27 00:00
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