Let be an eigenvalue of a stochastic matrix A (see section 3.7). Prove that |

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Let λ be an eigenvalue of a stochastic matrix A (see section 3.7). Prove that | λ | ≤ 1.

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Linear Algebra A Modern Introduction

ISBN: 978-1285463247

4th edition

Authors: David Poole

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Question Posted: Apr 15, 2016 06:19 AM

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Let be an eigenvalue of a stochastic matrix A (see section 3.7). Prove that |

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A stochastic matrix is a square matrix whose entries are probability vectors ...View the full answer

Linear Algebra A Modern Introduction

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