I have a few true and false questions I need help with. Can someone please check my work?
- The product of two stochastic matrices is a stochastic matrix.
This is false I found a counterexample.
2 . Two Markov chains with the same initial state vector and a common steady state vector must have the same stochastic matrix.
I think this is true because if you multiply them together, $Pq=q$, so they will approach the same vector.
3 . The set of stochastic matrices forms a vector space.
I think this is true because stochastic matrices can be scalar of each other by multiplying them by each other.
4 . The transpose of a stochastic matrix is stochastic.
I think this is true because you are simply rearranging the columns and rows. This should not affect the matrix if multiplying together.
5 . Suppose P is a stochastic matrix and x0 is an initial state. If $x_{k+1}=Px_k$, then $\{x_k\}$ converges as $k \rightarrow \infty$.
I think this true because as k becomes greater, it converges towards a stochastic matrix.
Best Answer
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