Consider the stochastic matrix where 0 < p < 1 and 0 < q < 1. Show

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Consider the stochastic matrix

where 0 < p < 1 and 0 < q < 1. Show that the eigenvalues of A are λ1 = 1 and λ2 = p + q - 1, so that |λ2| < 1.

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Differential Equations And Linear Algebra

ISBN: 9780134497181

4th Edition

Authors: C. Edwards, David Penney, David Calvis

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