Question: A transition matrix P is said to be doubly stochastic if the sum over each column equals 1; that is, If such a chain is

A transition matrix P is said to be doubly stochastic if the sum over each column equals 1; that is,

A transition matrix P is said to be doubly stochastic

If such a chain is irreducible, a periodic, and consists of M + 1 state, show that

A transition matrix P is said to be doubly stochastic

Pr = 1, for all j T: forj=0, 1, M.

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