hi here is the question and i dont know how to solve it. a transition matrix P is called doubly stochastic if not only its rows sum up to one, but also its columns. In exact terms, P=(pij) which i,j is the elements of E is called doubly stochastic if pij is greater or equal to 0 and the sum of pik=1 and the sum of pkj=1 for all i,j elements E. and X=(Xn:n is elements of natural number) be an irreducible homogeneous Markov chain with a doubly stochastic transition matrix P. Assume that the state space E is finite. Determine the stationary distribution for X. So how could i actually solve this question????please help and many thanks.