If
⎣ ⎡ x ( k + 1 ) y ( k + 1 ) z ( k + 1 ) ⎦ ⎤ = ⎣ ⎡ 0 . 7 5 0 . 2 5 0 0 0 . 6 0 . 4 0 . 5 0 0 . 5 ⎦ ⎤ ⎣ ⎡ x ( k ) y ( k ) z ( k ) ⎦ ⎤
And, ⎣ ⎡ x ( 0 ) y ( 0 ) z ( 0 ) ⎦ ⎤ = ⎣ ⎡ 1 2 4 ⎦ ⎤
What is k → ∞ lim x ( k ) ?
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Let A be the matrix in the question.
Since the column totals of A are all equal to 1 , the quantity x ( k ) + y ( k ) + z ( k ) is constant, and from the given values when k = 0 , is always 7 .
Also, all entries of A , and the given initial values, are positive; so x ( k ) , y ( k ) , z ( k ) are always positive.
These two facts mean everything is well enough behaved in the limit.
Say that, in the limit, the vector tends to v . Then A v = v so v is an eigenvector of A corresponding to the eigenvalue 1 .
This eigenvector is parallel to 8 , 5 , 4 ) T , and (from above) its components sum to 7 .
Scaling, we find k → ∞ lim x ( k ) = 8 + 5 + 4 8 × 7 = 1 7 5 6 ≈ 3 . 2 9 4