Practice question · Multiple choice
Diagonalising makes easy because raises the diagonal entries to the th power. Why does that also reveal the long-run behaviour of the system?
Hints
- Compare with for large .
- Which term is left standing once you factor out the largest?
Show the answer
D. Because the largest eigenvalue's power eventually dominates
Why
Powers separate the eigenvalues by magnitude. This is exactly why a Markov chain settles into its stationary distribution: the eigenvector survives while everything smaller decays.
Practise Matrix Diagonalisation
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More questions on Matrix Diagonalisation
- Order the diagonalisation procedure.
- Diagonalisation writes A as PDP⁻¹. What is the change-of-basis story that makes A¹⁰⁰ = PD¹⁰⁰P⁻¹ obvious?
- A 2x2 matrix has eigenvalues λ1 = 3 and λ2 = 5. What is det(A)?
- Sort: which properties guarantee diagonalisability, and which do not?
- In the decomposition A = PDP⁻¹, the columns of P are the eigenvectors of A.
- After 10 periods, a Markov component with λ = 0.5 has magnitude 0.5¹⁰. Estimate this value (in thousandths).