=+ (b) Suppose that c is a right eigenvector: Pc = Ac. If A = 1, then
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(b) Suppose that c is a right eigenvector: Pc = Ac. If A = 1, then c is a scalar multiple of co (again the geometric multiplicity is 1). If A + 1, then again |A| < 1, and roc = 0.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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