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Regular Markov Chain

An square matrix is called regular if for some integer all entries of are positive.

Example

The matrix is not a regular matrix, because for all positive integer , The matrix is a regular matrix, because has all positive entries.

It can also be shown that all other eigenvalues of A are less than 1, and algebraic multiplicity of 1 is one.

It can be shown that if is a regular matrix then approaches to a matrix whose columns are all equal to a probability vector which is called the steady-state vector of the regular Markov chain. where .

It can be shown that for any probability vector when gets large, approaches to the steady-state vector .

That is where .

It can also be shown that the steady-state vector q is the only vector such that Note that this shows q is an eigenvector of A and is eigenvalue of A.

Subsections   Next: Exercises Up: MarkovChain_9_18 Previous: Markov Chains
Ali A. Daddel 2000-09-18