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for Math 7820/7830 -- Stochastic Processes I/II, Auburn, 2025 Fall/2026 Spring. 1-2

Stochastic Matrix Convergence

This section introduces a video that demonstrates the convergence of a stochastic matrix to its steady state. The video was created using the Manim library and shows the powers of a stochastic matrix converging to a limit.

Example 1

Explanation

The video shows the following:

  1. The initial stochastic matrix, \(P\).
  2. The powers of the matrix, \(P^2\), \(P^3\), and so on.
  3. The convergence of the matrix to a steady state, where all the rows are the same.

The values in the matrix are color-coded to show their value between 0 and 1. White represents 0 and blue represents 1.

Example 2

Acknowledgement

This video was produced using a combination of Gemini CLI, Manim, and the MCP server (manim-server).


© Le Chen, Math 7820/7830 -- Stochastic Processes I/II, Auburn, 2025 Fall/2026 Spring