【正文】
t or measurement that is performed many times in the same way, where the oute of each trial of the experiment will be one of several specified possible outes, and where the oute of one trial depends only on the immediately preceding trial. For example, if the population of a city and its suburbs were measured each year, then a vector such as ???????0xcould indicate that 60% of the population lives in the city and 40% in the suburbs. The decimals in x0 add up to 1 because they account for the entire population of the region. Percentages are more convenient for our purpose here then population totals. A vector with nonnegative entries that add up to 1 is called a probability vector. A stochastic matrix is a square matrix whose columns are probability vectors. A Markov chain is a sequence of probability vectors x0, x1, x2, …, together with a stochastic matrix P, such that Thus the Markov chain is described by the firstorder difference equation When a Markov chain of vectors in Rn describes a system or a sequence of experiments, the entries in xk list, respectively, the probabilities that the system is in each of n possible states, or the probab