BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20230312T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20221106T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:682e3f94c9bfa DTSTART;TZID=America/Toronto:20230529T113000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20230529T113000 URL:/combinatorics-and-optimization/events/algebraic-gr aph-theory-steve-kirkland SUMMARY:Algebraic Graph Theory: Steve Kirkland CLASS:PUBLIC DESCRIPTION:Summary \n\nTITLE: Eigenvalues for stochastic matrices with a p rescribed\nstationary distribution\n\nSpeaker:\n Steve Kirkland\n\nAffilia tion:\n University of Manitoba\n\nLocation:\n Please contact Sabrina Lato for Zoom link\n\nABSTRACT: A square nonnegative matrix T is called stochas tic if all of\nits row sums are equal to 1. Under mild conditions\, it tur ns out that\nthere is a positive row vector w^T (called the stationary dis tribution\nfor T) whose entries sum to 1 such that the powers of T converg e to\nthe outer product of w^T with the all-ones vector. Further\, the nat ure\nof that convergence is governed by the eigenvalues of T.\n\nIn this t alk we explore how the stationary distribution for a\nstochastic matrix ex erts an influence on the corresponding\neigenvalues. \n DTSTAMP:20250521T210316Z END:VEVENT END:VCALENDAR