# Tagged: stochastic matrix

## Problem 185

Let $A=(a_{ij})$ be an $n \times n$ matrix.
We say that $A=(a_{ij})$ is a right stochastic matrix if each entry $a_{ij}$ is nonnegative and the sum of the entries of each row is $1$. That is, we have
$a_{ij}\geq 0 \quad \text{ and } \quad a_{i1}+a_{i2}+\cdots+a_{in}=1$ for $1 \leq i, j \leq n$.

Let $A=(a_{ij})$ be an $n\times n$ right stochastic matrix. Then show the following statements.

(a)The stochastic matrix $A$ has an eigenvalue $1$.

(b) The absolute value of any eigenvalue of the stochastic matrix $A$ is less than or equal to $1$.

## Problem 34

(a) Let

$A=\begin{bmatrix} a_{11} & a_{12}\\ a_{21}& a_{22} \end{bmatrix}$ be a matrix such that $a_{11}+a_{12}=1$ and $a_{21}+a_{22}=1$. Namely, the sum of the entries in each row is $1$.

(Such a matrix is called (right) stochastic matrix (also termed probability matrix, transition matrix, substitution matrix, or Markov matrix).)

Then prove that the matrix $A$ has an eigenvalue $1$.

(b) Find all the eigenvalues of the matrix
$B=\begin{bmatrix} 0.3 & 0.7\\ 0.6& 0.4 \end{bmatrix}.$

(c) For each eigenvalue of $B$, find the corresponding eigenvectors.