a) Assume throughout that [P] is the transition matrix of a unichain (and thus the eigenvalue 1 has multiplicity 1). Show that a solution to the equation [P]w - w = r ge exists if and only if r - ge...

a) Assume throughout that [P] is the transition matrix of a unichain (and thus the eigenvalue 1 has multiplicity 1). Show that a solution to the equation [P]w - w = r ge exists if and only if r - ge lies in the column space of [P - I] where [I] is the identity matrix.