The Sinkhorn-Knopp algorithm: convergence and applications [PDF]
, 2006 . As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Philip A. Knight, Knight, Philip A.
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A FAST ALGORITHM FOR MATRIX BALANCING [PDF]
, 2007 . As long as a square nonnegative matrix A contains sufficient nonzero elements, then the matrix can be balanced, that is we can find a diagonal scaling of A that is doubly stochastic.
Daniel Ruiz +3 more
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Construction of 4 x 4 symmetric stochastic matrices with given spectra
Open MathematicsThe symmetric stochastic inverse eigenvalue problem (SSIEP) asks which lists of real numbers occur as the spectra of symmetric stochastic matrices. When the cardinality of a list is 4, Kaddoura and Mourad provided a sufficient condition for SSIEP by a ...
Jung Jaewon, Kim Donggyun
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Stationary distributions and mean first passage times of perturbed Markov chains
, 1992 Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately connected with the behaviour of associated mean first passage times. This interconnection is explored through the use of generalized matrix inverses. Some
Jeffrey J. Hunter
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Linear maps preserving permutation and stochastic matrices
, 2008 Let S be the set of n × n (sub)permutation matrices, doubly (sub)stochastic matrices, or the set of m × n column or row (sub)stochastic matrices. We characterize those linear maps T on the linear span of S that satisfy T (S) = S.
Nam-kiu Tsing C +2 more
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Stochastic Complementation, Uncoupling Markov Chains, And The Theory Of Nearly Reducible Systems
, 1989 . A concept called stochastic complementation is an idea which occurs naturally, although not always explicitly, in the theory and application of finite Markov chains.
C. D. Meyer
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Reassortant Highly Pathogenic H5N6 Avian Influenza Virus Containing Low Pathogenic Viral Genes in a Local Live Poultry Market, Vietnam. [PDF]
Curr Microbiol, 2021 Le TB +7 more
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On The Structure of Stochastic Matrices with a Subdominant Eigenvalue Near 1
, 1998 An n × n irreducible stochastic matrix P can possess a subdominant eigenvalue, say # 2 (P), near # = 1. In this article we clarify the relationship between the nearness of these eigenvalues and the nearly uncoupling (some authors say "nearly ...
Carl D. Meyer, An N, D. J. Hartfiel
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Markov Chain Sensitivity Measured By Mean First Passage Times
, 1999 The purpose of this article is to present results concerning the sensitivity of the stationary probabilities for a n-state, time-homogeneous, irreducible Markov chain in terms of the mean first passage times in the chain. Key words.
Grace E. Cho, Carl D. Meyer
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Evaluation of left atrial and ventricular remodeling in atrial fibrillation subtype by using speckle tracking echocardiography. [PDF]
Front Cardiovasc Med, 2023 Lu S +7 more
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