A stochastic matrix is called doubly stochastic if its rows and columns sum to 1. Show that

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A stochastic matrix is called doubly stochastic if its rows and columns sum to 1. Show that a Markov chain whose transition matrix is doubly stochastic has a stationary distribution, which is uniform on the state space.

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Introduction to Operations Research

ISBN: 978-1259162985

10th edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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Posted Date: Nov 09, 2018 10:07 AM

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A stochastic matrix is called doubly stochastic if its rows and columns sum to 1. Show that

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Invariant distribution in a doubly stochastic case If a transition ... View the full answer

Introduction to Operations Research

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