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edit approved Jul 30, 2018 at 1:45
Rodrigo de Azevedo
edit approved Jul 30, 2018 at 1:45
Rodrigo de Azevedo
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The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem.

  In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.

I ask: Are there any sufficient conditions known when all (or at least all real) eigenvalues of such a matrix are simple?

Thank you very much.

The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem.

  In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.

I ask: Are there any sufficient conditions known when all (or at least all real) eigenvalues of such a matrix are simple?

Thank you very much.

The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem. In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.

Are there any sufficient conditions known when all (or at least all real) eigenvalues of such a matrix are simple?

Thank you very much.

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Randomguy
Randomguy
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Sufficient conditions for all eigenvalues simple in stochastic matrix

The "largest" eigenvalue $1$ of a stochastic matrix is well-characterized by the classical Perron-Frobenius theorem.

In particular, it gives sufficient conditions for the eigenvalue $1$ to be simple.

I ask: Are there any sufficient conditions known when all (or at least all real) eigenvalues of such a matrix are simple?

Thank you very much.