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单词 EigenvaluesOfStochasticMatrix
释义

eigenvalues of stochastic matrix


Theorem:The spectrum of a stochastic matrixMathworldPlanetmath is contained in the unit disc in the complex planeMathworldPlanetmath.

Proof.

Let A be a stochastic matrix and let m be an eigenvalueMathworldPlanetmathPlanetmathPlanetmathPlanetmath of A, with v eigenvectorMathworldPlanetmathPlanetmathPlanetmath; then, for any self-consistent matrix norm ., we have:

|m|v=mv=AvAv,

that is, since v is nonzero,

|m|A.

Now, for a (doubly) stochastic matrix,

A1=maxj(i|aij|)=1

whence the conclusionMathworldPlanetmath.∎

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更新时间:2025/5/4 20:38:14