Prove that, if a 3-by-3 transition matrix has the property that its column sums are 1, then

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Prove that, if a 3-by-3 transition matrix has the property that its column sums are 1, then (1/3, 1/3, 1/3) is a fixed probability vector. State a similar result for n-by-n transition matrices. Interpret these results for ergodic chains.

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Differential Equations and Linear Algebra

ISBN: 978-0131860612

2nd edition

Authors: Jerry Farlow, James E. Hall, Jean Marie McDill, Beverly H. West

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Question Posted: Apr 08, 2010 04:36 AM

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Prove that, if a 3-by-3 transition matrix has the property that its column sums are 1, then

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Let with column sums equal to 1 Then P11 P12 P13 P P21 P22 P23 P31 P3...View the full answer

Differential Equations and Linear Algebra

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