a. Let A be a stochastic matrix with positive entries, let x Rn, and let y = Ax. Show

Chapter 6, Problem 15

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QUESTION:

a. Let A be a stochastic matrix with positive entries, let x Rn, and let y = Ax. Show that |y1| + |y2| + + |yn| |x1| + |x2| + + |xn| and that equality holds if and only if all the (nonzero) entries of x have the same sign. b. Show that if A is a stochastic matrix with positive entries and x is an eigenvector with eigenvalue 1, then all the entries of x have the same sign. c. Prove using part b that if A is a stochastic matrix with positive entries, then there is a unique probability vector in E(1) and hence dim E(1) = 1. d. Prove that if is an eigenvalue of a stochastic matrix with positive entries, then || 1. e. Assume A is a diagonalizable, regular stochastic matrix. Prove Theorem 3.3.

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QUESTION:

a. Let A be a stochastic matrix with positive entries, let x Rn, and let y = Ax. Show that |y1| + |y2| + + |yn| |x1| + |x2| + + |xn| and that equality holds if and only if all the (nonzero) entries of x have the same sign. b. Show that if A is a stochastic matrix with positive entries and x is an eigenvector with eigenvalue 1, then all the entries of x have the same sign. c. Prove using part b that if A is a stochastic matrix with positive entries, then there is a unique probability vector in E(1) and hence dim E(1) = 1. d. Prove that if is an eigenvalue of a stochastic matrix with positive entries, then || 1. e. Assume A is a diagonalizable, regular stochastic matrix. Prove Theorem 3.3.

ANSWER:

Step 1 of 6

a.

It is given that  is a stochastic matrix with positive entries.

And,

              .

Also,

                                                         .

It is known that a square matrix is said to be a stochastic matrix if each of its column vectors is a probability vector.

To prove that and the equality holds if and only if all the (nonzero) entries of  have the same sign.

 

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