grandes-ecoles 2021 Q20

grandes-ecoles · France · centrale-maths1__psi Matrices Linear Transformation and Endomorphism Properties
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.
Deduce that there exists at most one probability distribution $X$ invariant by $M$, that is, satisfying $X M = X$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.

Deduce that there exists at most one probability distribution $X$ invariant by $M$, that is, satisfying $X M = X$.