Like differential equations, Markov matrices describe changes over time. Once again, the eigenvalues and eigenvectors describe the long term behavior of the system. In this session we also learn about Fourier series, which describe periodic functions as points in an infinite dimensional vector space.
Lecture Video and Summary
- Watch the video lecture Lecture 24: Markov Matrices; Fourier Series
- Read the accompanying lecture summary (PDF)
- Lecture video transcript (PDF)
- Read Section 8.3 and 8.5 in the 4th edition or Sections 10.3 and 10.5 in the 5th edition.
Problem Solving Video
Problems and Solutions
Work the problems on your own and check your answers when you’re done.