Question: Let P be an n x n transition probability matrix, where pij 0 denotes the probability of directly jumping from to j, and 1

Let P be an n x n transition probability matrix, where pij

Let P be an n x n transition probability matrix, where pij 0 denotes the probability of directly jumping from to j, and 1 Pij = 1 for each row i. Prove that the eigenvalues of P are within the range [-1,1].

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