Transition Matrices – Using Recursion (VCE SSCE General Mathematics): Flashcards

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Transition Matrices – Using Recursion
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Recurrence relation

Method for modelling systems that change over time

Basic matrix recurrence formula

Sn+1=TSnS_{n+1} = T S_n

Direct formula for SnS_n

Sn=TnS0S_n = T^n S_0

What S0S_0 represents

Initial state matrix

Role of transition matrix TT

Shows how the system changes

Formula to find SnS_n from Sn+1S_{n+1}

Sn=T1Sn+1S_n = T^{-1} S_{n+1}

Steady state

When state matrix stops changing

Two conditions for steady state

Regular matrix & columns sum to 1

Verifying convergence to steady state

Check two successive state matrices agree

At equilibrium

Flows balanced though transitions continue

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