grandes-ecoles 2021 Q24

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Norm, Convergence, and Inequality
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
Deduce that $\beta _ { j } ^ { ( k + 1 ) } - \alpha _ { j } ^ { ( k + 1 ) } \leqslant ( 1 - 2 \varepsilon ) \left( \beta _ { j } ^ { ( k ) } - \alpha _ { j } ^ { ( k ) } \right)$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.

For all $j \in \llbracket 1 , n \rrbracket$, we set
$$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$

Deduce that $\beta _ { j } ^ { ( k + 1 ) } - \alpha _ { j } ^ { ( k + 1 ) } \leqslant ( 1 - 2 \varepsilon ) \left( \beta _ { j } ^ { ( k ) } - \alpha _ { j } ^ { ( k ) } \right)$.