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Stochastic matrix
From Mathematics Is A Science
Jump to navigationJump to searchA row (column) stochastic matrix is a square matrix each of whose rows (columns) consists of non-negative real numbers whose sum is equal to $1$.
Matrix $A=(a_{ij})$ is column stochastic if
- $a_{ij} \geq 0$ and
- $\sum\limits_i a_{ij} = 1.$
The Perron–Frobenius theorem implies that every stochastic (irreducible) matrix has an eigenvalue equal to $1$ and it's the largest absolute value of any eigenvalue.