eigenvalues of stochastic matrix
Theorem:The spectrum of a stochastic matrix is contained in the unit disc in the complex plane
.
Proof.
Let be a stochastic matrix and let be an eigenvalue of , with eigenvector
; then, for any self-consistent matrix norm , we have:
that is, since is nonzero,
Now, for a (doubly) stochastic matrix,
whence the conclusion.∎