(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.