Matrices with a strictly dominant eigenvalue (Q5945675)

In this note the author obtains simple formulas for \(\lim_{k\to \infty}A^k/ \lambda^k\) and \(\lim_{t\to \infty}(e^{At} /e^{\lambda t})\), where \(A\) denotes a matrix with a strictly dominant eigenvalue and \(\lambda\) the strictly dominant eigenvalue and applies them to finite Markov chains as well as to a model in mathematical ecology. In Section 2 he proves a theorem concerning such formulas by using the Jordan normal form of the matrix \(A\) and he sketches some of its applications for regular Markov chains (in Section 3) and for the Leslie model (in Section 4).