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Math Help - Markov Process

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    Markov Process

    If a Markov transition matrix's columns add up to 1 and there is an eigenvalue of 1 with an associated eigenvector, the matrix is a normal Markov transition matrix. Since it is normal, the Markov process must converge to a steady-state vector.

    Is this correct?
    Last edited by dwsmith; April 25th 2010 at 12:57 PM.
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