Jump to content

Column stochastic matrix/Isometric with respect to sum norm/Fact/Proof

From Wikiversity
Proof

Let be a column stochastic matrix, and

be a vector with non-negative entries. Then

holds. If the described isometric property holds, then it holds in particular for the images of the standard vectors. That means that their sum norm equals . These images are the corresponding columns of the matrix; therefore, all column sums are .