Jennings (1977, p. 244) gave the following (transpose of ) transition matrix (n = 7) for a Markov chain: diagonals (Aii) are .9, .6, .7, .6, .7, .7, .8; superdiagonals (Ai,i+1) are .3, .2, .3, .2, .3,...


Jennings (1977, p. 244) gave the following (transpose of ) transition matrix (n = 7) for a Markov chain:


diagonals (Aii) are .9, .6, .7, .6, .7, .7, .8;


superdiagonals (Ai,i+1) are .3, .2, .3, .2, .3, .2;


second subdiagonal (Ai+2,i) are all .1.


Write code to multiply any vector x by this transition matrix A, exploiting its banded structure.



May 03, 2022
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