(by 幸子) In general,a matrix A is said to be doubly stochastic if both A and A^T are stochastic.Let A be an nxn doubly stochastic matrix whose eigenvalues satisfy λ1=1 and |λj|<1(j=2,3,……,n).Show that if e is the vector in R^n whose entries are all equal to 1,then Markov chain will converge to steady-state vector x=e/n for any starting vector x0. 若A为nxn双随机矩阵,特征值λ1=1,|λj|<1(j=2,3,……,n),e=(1,1,……,1)^T,那么对于任意的开始向量x0,这个马尔科夫链都会收敛到一个稳定态向量x=e/n