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Linear Algebra Application~ Markov Chains

LinearAlgebraApplication~ wayofdealingwitha sequenceofeventsbasedontheprobabilitiesd ictatingthemotionofapopulationamongvario usstates(Fraleigh105).Considera situationwherea a scciesofdisccctetimeinte,vaisove,whicha populationdistributionata giventime(t=n;n=0,1,2,..) canbecalculatedbasedonthethedistribution atanearliertime(t=n-l) ,a (Fraleigh105) givenstatecanneverbecomenegativeIfitiskn ownhowapopulationwillredistributeitselfa ftera giventimeinterval, ,calleda tcansit~atrix,descdbesthepwbabilistiemot ionofa populationmovestoa (thatis,thetotalpopulationisunchanging)a ndtherearenonegativeentries(logically,po pulationsarepositivequantities). ,denotedtij, (1)populationmovesfromstate3 ,the3 x3 matrixaboverepresentstransitionprobabili tiesbetween3 ,t23forexample,describesthelikelihoodtha ta~oftheIYl1m~Havinga meanstodescribethechangesina populationdistribution, columnvectorp=PIP2Pn/(2)AnelementPiofsuc ha vector,knownasapopulationdistributionvec tor,providesthee transitionmatrix,thesumoftheentriesinpmu staddto1 transitionmatrixtoa populationvectorprovidesthepopulationdis -tributionata , ,whentheoriginalmatrixTisraisedtosomepow erm, matrixiscalledaregularchain(Fraleigh107) .

Markov chains are named after Russian mathematician Andrei Markov and provide a way of dealing with a sequence of events based on the probabilities dictating the motion of a population among various states (Fraleigh 105). Consider a situation where a population can cxist in two oc mocc states. A Ma7hain is a sccies of discccte time inte,vais ove,

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