Invariant Probability Distributions
نویسنده
چکیده
In this paper, we attempt to answer the three questions about the invariant probability distribution for stochastic matrices: (1) does every stochastic matrix have an invariant probability distribution?; (2) is the invariant probability distribution unique?; and (3) when can we conclude that the power of a stochastic matrix converges? To answer these questions, we present the Perron-Frobenius Theorem about matrices with positive entries.
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