grandes-ecoles 2021 Q8
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We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. Show that, for any row vector $P ^ { ( 0 ) } = \left( p _ { 1 } ^ { ( 0 ) } , p _ { 2 } ^ { ( 0 ) } , p _ { 3 } ^ { ( 0 ) } , p _ { 4 } ^ { ( 0 ) } \right)$, where for $1 \leqslant i \leqslant 4$, $p _ { i } ^ { ( 0 ) }$ is the probability that the point is initially on vertex $i$, the sequence $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges to the row vector $( 1 / 4,1 / 4,1 / 4,1 / 4 )$.