Which of the following is/are true for a Markov chain Xk+1 Axk, k = 0, 1,2, ..., where A is an n x n stochastic matrix? (Select all that apply) ✔The sum of each row of A is 1. If A is regular, then A has a unique probability vector that is an eigenvector corresponding to eigenvalue 1. If A is regular, then Ak p approaches the same probability vector for any probability vector p as k approaches infinity. If p is any probability vector, then Ap is a probability vector. If A is regular, then A has 1 as an eigenvalue.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 14EQ
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Which of the following is/are true for a Markov chain
Xk+1 =
(Select all that apply)
Axk, k = 0, 1, 2, · · ·, where A is an n x n stochastic matrix?
✔The sum of each row of A is 1.
If A is regular, then A has a unique probability vector that is an eigenvector
corresponding to eigenvalue 1.
If A is regular, then Akp approaches the same probability vector for any probability
vector p as k approaches infinity.
If p is any probability vector, then Ap is a probability vector.
If A is regular, then A has 1 as an eigenvalue.
Transcribed Image Text:Which of the following is/are true for a Markov chain Xk+1 = (Select all that apply) Axk, k = 0, 1, 2, · · ·, where A is an n x n stochastic matrix? ✔The sum of each row of A is 1. If A is regular, then A has a unique probability vector that is an eigenvector corresponding to eigenvalue 1. If A is regular, then Akp approaches the same probability vector for any probability vector p as k approaches infinity. If p is any probability vector, then Ap is a probability vector. If A is regular, then A has 1 as an eigenvalue.
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