Unique right eigenvector for row stochastic matrix












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Suppose $P$ is a row-stochastic matrix. Then $1$ is a right-eigenvalue of $P$, and any constant vector $v$ will satisfy $Pv=v$. When is it the case that only constant vectors solve $Pv=v$? In particular, I am wondering if this is the case if if $P$ is irreducible and aperiodic.










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    $begingroup$


    Suppose $P$ is a row-stochastic matrix. Then $1$ is a right-eigenvalue of $P$, and any constant vector $v$ will satisfy $Pv=v$. When is it the case that only constant vectors solve $Pv=v$? In particular, I am wondering if this is the case if if $P$ is irreducible and aperiodic.










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      1












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      $begingroup$


      Suppose $P$ is a row-stochastic matrix. Then $1$ is a right-eigenvalue of $P$, and any constant vector $v$ will satisfy $Pv=v$. When is it the case that only constant vectors solve $Pv=v$? In particular, I am wondering if this is the case if if $P$ is irreducible and aperiodic.










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      $endgroup$




      Suppose $P$ is a row-stochastic matrix. Then $1$ is a right-eigenvalue of $P$, and any constant vector $v$ will satisfy $Pv=v$. When is it the case that only constant vectors solve $Pv=v$? In particular, I am wondering if this is the case if if $P$ is irreducible and aperiodic.







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      asked Dec 19 '18 at 23:22









      MikeMike

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          The condition that $P$ is irreducible is enough to guarantee that property.



          We need to show that $Pv=v$ implies $v_1=ldots=v_n$. Let $v_p$ be the smallest component of $v$, so that $v_i ge v_p$ for all $i$. Let $U subseteq {1,ldots,n}$ be the set of those indices for which $v_i=v_p$. Note that $Uneq emptyset$ since $p in U$. If $m in U$, then
          $$
          (P v)_m = v_m = v_p.
          $$

          Now, because $P$ is row-stochastic, the left hand side of the above equation is a convex combination of the components of $v$, while the right hand side is a minimum-value component of $v$. The only way that a convex combination of elements can yield a value equal to the minimum element is when all elements with a positive coefficient (here, all $v_k$ such that $P_{km}>0$) are equal to the minimum. Thus, $m in U$ implies $k in U$ whenever $P_{km}>0$. Since $P$ is irreducible, this implies $U={1,ldots,n}$, hence $v_1=ldots=v_n$.






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            $begingroup$

            The condition that $P$ is irreducible is enough to guarantee that property.



            We need to show that $Pv=v$ implies $v_1=ldots=v_n$. Let $v_p$ be the smallest component of $v$, so that $v_i ge v_p$ for all $i$. Let $U subseteq {1,ldots,n}$ be the set of those indices for which $v_i=v_p$. Note that $Uneq emptyset$ since $p in U$. If $m in U$, then
            $$
            (P v)_m = v_m = v_p.
            $$

            Now, because $P$ is row-stochastic, the left hand side of the above equation is a convex combination of the components of $v$, while the right hand side is a minimum-value component of $v$. The only way that a convex combination of elements can yield a value equal to the minimum element is when all elements with a positive coefficient (here, all $v_k$ such that $P_{km}>0$) are equal to the minimum. Thus, $m in U$ implies $k in U$ whenever $P_{km}>0$. Since $P$ is irreducible, this implies $U={1,ldots,n}$, hence $v_1=ldots=v_n$.






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              2












              $begingroup$

              The condition that $P$ is irreducible is enough to guarantee that property.



              We need to show that $Pv=v$ implies $v_1=ldots=v_n$. Let $v_p$ be the smallest component of $v$, so that $v_i ge v_p$ for all $i$. Let $U subseteq {1,ldots,n}$ be the set of those indices for which $v_i=v_p$. Note that $Uneq emptyset$ since $p in U$. If $m in U$, then
              $$
              (P v)_m = v_m = v_p.
              $$

              Now, because $P$ is row-stochastic, the left hand side of the above equation is a convex combination of the components of $v$, while the right hand side is a minimum-value component of $v$. The only way that a convex combination of elements can yield a value equal to the minimum element is when all elements with a positive coefficient (here, all $v_k$ such that $P_{km}>0$) are equal to the minimum. Thus, $m in U$ implies $k in U$ whenever $P_{km}>0$. Since $P$ is irreducible, this implies $U={1,ldots,n}$, hence $v_1=ldots=v_n$.






              share|cite|improve this answer









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                2












                2








                2





                $begingroup$

                The condition that $P$ is irreducible is enough to guarantee that property.



                We need to show that $Pv=v$ implies $v_1=ldots=v_n$. Let $v_p$ be the smallest component of $v$, so that $v_i ge v_p$ for all $i$. Let $U subseteq {1,ldots,n}$ be the set of those indices for which $v_i=v_p$. Note that $Uneq emptyset$ since $p in U$. If $m in U$, then
                $$
                (P v)_m = v_m = v_p.
                $$

                Now, because $P$ is row-stochastic, the left hand side of the above equation is a convex combination of the components of $v$, while the right hand side is a minimum-value component of $v$. The only way that a convex combination of elements can yield a value equal to the minimum element is when all elements with a positive coefficient (here, all $v_k$ such that $P_{km}>0$) are equal to the minimum. Thus, $m in U$ implies $k in U$ whenever $P_{km}>0$. Since $P$ is irreducible, this implies $U={1,ldots,n}$, hence $v_1=ldots=v_n$.






                share|cite|improve this answer









                $endgroup$



                The condition that $P$ is irreducible is enough to guarantee that property.



                We need to show that $Pv=v$ implies $v_1=ldots=v_n$. Let $v_p$ be the smallest component of $v$, so that $v_i ge v_p$ for all $i$. Let $U subseteq {1,ldots,n}$ be the set of those indices for which $v_i=v_p$. Note that $Uneq emptyset$ since $p in U$. If $m in U$, then
                $$
                (P v)_m = v_m = v_p.
                $$

                Now, because $P$ is row-stochastic, the left hand side of the above equation is a convex combination of the components of $v$, while the right hand side is a minimum-value component of $v$. The only way that a convex combination of elements can yield a value equal to the minimum element is when all elements with a positive coefficient (here, all $v_k$ such that $P_{km}>0$) are equal to the minimum. Thus, $m in U$ implies $k in U$ whenever $P_{km}>0$. Since $P$ is irreducible, this implies $U={1,ldots,n}$, hence $v_1=ldots=v_n$.







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                answered Dec 19 '18 at 23:51









                VincenzoVincenzo

                21816




                21816






























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