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If A is any transition matrix and B is any positive transition matrix, then AB must be a positive transition matrix.

Short Answer

Expert verified

The statement is false.

Step by step solution

01

Explaining

Let A be a transition matrix and B a positive transition matrix. By definition, every column of A is a distribution vector and sums to one. Thus, A cannot contain any all-zero columns. However, A could contain an all-zero row. For example, the matrix0001214012321 is a transition matrix.

02

Result

The (i,j)th entry of the matrix AB is the dot product of the ith row of A and the column of B. Since the row of A could be all zero, the dot product could be zero. Therefore, the matrix AB is not necessarily a positive transition matrix and the answer is False.

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