Why does Markov Matrix contain eigenvalue=1 and eigenvalues less than or equa to1?

---

Eigenvalu=1 always true in Markov Matrix

---

Intuitive Explanation

Is that sure that as long as a matrix whose sum of rows equal to 1s, then the matrix has eigenvalue 1?
So that suppose ${\vec{v}}^{\prime }={\vec{v}}^{T}P$ and $\vec{v}$ is a eigenvector so that ${\vec{v}}^{\prime }=\lambda \vec{v}$. Because ${\vec{v}}^{\prime }$ is also a probability distribution so sum of the elements in ${\vec{v}}^{\prime }$ is also equal to one. Therefore, only $\lambda =1$ will satisfy the above condition, otherwise sum will be not equal to one.

Math Explanation

To find the eigenvalues of the following Markov matrix P
$${\vec{v}}^{T}P=\lambda {\vec{v}}^T(\ast \ast \ast \ast )$$,
We can find the alternative eigenvalues of $P^T$ in (**):
$$\vec{v}{P}^T=\lambda \vec{v}(\ast \ast )$$

Since $det(P-\lambda I)=0$, is equivalent to $det(P^T-\lambda I)$, the eigenvalues are also same in two settings (****) (**).

The fact is that the sum of rows for each column in $P^T$ are 1s, then
$$[1,1,...,1]P^T=[1,1,...,1]$$.
Hence, the eigenvalue=1 will always can be obtained in (**) by the above fact, which is also shared in (). So we can plug $\lambda =1$ back in () to get its corresponding eigenvectors.

---

Eigenvalues <=1 Always True

---

Prove by contradition
Suppose $\lambda >1$
Suppose after n time steps, we have ${\vec{v}}^T{P}^n={\lambda }^n{\vec{v}}^T$.
Then RHS contain elements greater than 1
So some elements in $[P^n{]}_{ij}>1$, which contradicts the fact that all the elements in $P^n<=1$.
Therefore, the assumption of $\lambda >1$ is wrong
So $\lambda$ needs to be less than or euqual to 1, $\lambda <=1$