grandes-ecoles 2021 Q15

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Algebra and Product Properties
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $M N$ is a stochastic matrix.
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $M N$ is a stochastic matrix.