Abstract
In this project, we investigate the behavior of discrete linear dynamic systems with a stochastic linear part. More precisely, consider a stochastic matrix (linear part) A of order nxn and a vector (initial state) x0 ¿ Rn+. The state x(k) of the system at time k is given recursively by the difference equation: x(k) = Ax(k ¿ 1), k > 1, where x(0) = x0. The entries of the matrix A are assoc…