I am unable to proof that the sum of each row of self product of a transition matrix is 1...
Let A be a transition probability matrix which means that each row of A sums to 1, and let P=A*A.
I want the prove that P is a also a valid transition matrix,i.e each row of P sums to 1.
Please Help.
Regards.
Given two transition matrices A (m x p) and B (p x n), we want to prove that C = AB (m x n) is a transition matrix.
We know that Cij = Σk Aik Bkj.
What is the sum of the ith row of C?
Σj Cij = Σj Σk Aik Bkj = Σk Σj Aik Bkj = Σk Aik (Σj Bkj) = Σk Aik = 1
Therefore C is a transition matrix.