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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).

Application of linear algebra and matrix methods to Markov chains provides an efficient means of monitoring the progress of a dynamical system over discrete time intervals. Such systems exist in many fields. One main assumption of Markov chains, that only the imme-

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