Material Detail
Lecture 13: Markov Chain (Example)
This video was recorded at Stanford Engineering Everywhere EE263 - Introduction to Linear Dynamical Systems. If I put a vector in front of all ones – that's a row vector multiplied by P – I get this row vector here. This is the matrix way of saying that the column sums of P are all one. So this also if you look at it – if you like, I could put a lambda in there and say lambda is one. This basically says that P – that the vector of all ones is a left eigenvector of P, associated with eigenvalue lambda equals one. It tells you in particular P has an eigenvalue of one. But if it has eigenvalue of one, it also has a right eigenvector associated with lambda equals one. ... See the whole transcript at Introduction to Linear Dynamical Systems - Lecture 13
Quality
- User Rating
- Comments
- Learning Exercises
- Bookmark Collections
- Course ePortfolios
- Accessibility Info
More about this material
- Mobile Compatibility:
- Not specified at this time
- Language:
- English
- Cost Involved:
- No
- Source Code Available:
- No
- Accessibility Information Available:
- Unknown
- Creative Commons:
-
This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States
