Consider the stochastic matrix where 0 < p < 1 and 0 < q < 1. Show
Question:
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.
Transcribed Image Text:
P 1-q A = [1²₂ ¹-9]. 1-
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Related Book For
Differential Equations And Linear Algebra
ISBN: 9780134497181
4th Edition
Authors: C. Edwards, David Penney, David Calvis
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