A A^{\infty}

Algebra Level 4

If

[ x ( k + 1 ) y ( k + 1 ) z ( k + 1 ) ] = [ 0.75 0 0.5 0.25 0.6 0 0 0.4 0.5 ] [ x ( k ) y ( k ) z ( k ) ] \begin{bmatrix} x(k+1) \\ y(k+1) \\ z(k+1) \end{bmatrix} = \begin{bmatrix} 0.75 && 0 && 0.5 \\ 0.25 && 0.6 && 0 \\ 0 && 0.4 && 0.5 \end{bmatrix} \begin{bmatrix} x(k) \\ y(k) \\ z(k) \end{bmatrix}

And, [ x ( 0 ) y ( 0 ) z ( 0 ) ] = [ 1 2 4 ] \begin{bmatrix} x(0) \\ y(0) \\ z(0) \end{bmatrix} = \begin{bmatrix} 1 \\ 2 \\ 4 \end{bmatrix}

What is lim k x ( k ) ? \displaystyle \lim_{k \to \infty} x(k) ?


The answer is 3.294.

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1 solution

Chris Lewis
Sep 19, 2020

Let A A be the matrix in the question.

Since the column totals of A A are all equal to 1 1 , the quantity x ( k ) + y ( k ) + z ( k ) x(k)+y(k)+z(k) is constant, and from the given values when k = 0 k=0 , is always 7 7 .

Also, all entries of A A , and the given initial values, are positive; so x ( k ) , y ( k ) , z ( k ) 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 \bold{v} . Then A v = v A\bold{v}=\bold{v} so v \bold{v} is an eigenvector of A A corresponding to the eigenvalue 1 1 .

This eigenvector is parallel to 8 , 5 , 4 ) T 8,5,4)^T , and (from above) its components sum to 7 7 .

Scaling, we find lim k x ( k ) = 8 8 + 5 + 4 × 7 = 56 17 3.294 \lim_{k\to \infty} x(k)=\frac{8}{8+5+4}\times7=\frac{56}{17}\approx \boxed{3.294}

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