[Math] What’s the period of this matrix

linear algebramarkov chains

Consider the matrix
$$
A =
\begin{pmatrix}
0.1 & 0.3 & 0.4 & 0.2 \\
0.2 & 0.4 & 0.0 & 0.4 \\
0.0 & 0.3 & 0.5 & 0.2 \\
0.5 & 0.3 & 0.2 & 0.0
\end{pmatrix}.
$$
Note since
$$
A^2 =
\begin{pmatrix}
0.17 & 0.33 & 0.28 & 0.22 \\
0.30 & 0.34 & 0.16 & 0.20 \\
0.16 & 0.33 & 0.29 & 0.22 \\
0.11 & 0.33 & 0.30 & 0.26
\end{pmatrix},
$$
the matrix $A$ is irreducible, as described in Definition 3 here. The confusing question now is, what's the period? Again according to the description linked above, the period of indices 1,2 and 3 is 1, since $(A)_{ii} > 0$ for $i = 1,2,3$. For index $4$, however, the period should be $2$ since $(A)_{44} = 0$ but $(A^2)_{44} > 0$. The link then says,
"When A is irreducible, the period of every index is the same…" but I don't see how this is true in this case. Is the period 1 or 2? If it's 1, how does that not conflict with index 4's period or 2? If it's 2, that conflicts with the rest of the indices.

Best Answer

Since all entries of $A^2$ are strictly positive, so are all entries of $A^n$ for all $n > 2$. The period of index $4$ is the gcd of all $n$ such that $(A^n)_{44} > 0$, so that is $1$, not $2$.