Let A be an n × n positive stochastic matrix withdominant eigenvalue λ1 = 1 and linearly independenteigenvectors x1, x2, . . . , xn, and let y0 be aninitial probability vector for a Markov chainy0, y1= Ay0, y2= Ay1, . . . Show that if y0 = c1x1 + c2x2 +· · ·+cnxn then the component c1 in the direction of the positive eigenvector x1 must be nonzero.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 14EQ
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Let A be an n × n positive stochastic matrix with
dominant eigenvalue λ1 = 1 and linearly independent
eigenvectors x1, x2, . . . , xn, and let y0 be an
initial probability vector for a Markov chain
y0, y1
= Ay0, y2
= Ay1, . . . Show that if
y0
= c1x1 + c2x2 +· · ·+cnxn
then the component c1 in the direction of the
positive eigenvector x1 must be nonzero.

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