Results 231 to 240 of about 1,476 (274)

Decentralized active fault tolerant control of direct current microgrids under actuator and source disturbances using proportional integral unknown input observer. [PDF]

Sci Rep
Ouahabi MS, Barkat S, Benyounes A, Rekioua T, Ihammouchen S, Benbouhenni H, Elbarbary ZMS, Alammar MM.   +7 more
europepmc   +1 more source

Hierarchical bayesian fusion of inspection and monitoring data for probabilistic bridge deterioration assessment. [PDF]

Sci Rep
Wang B, Chen K, Wang B.
europepmc   +1 more source

Sparse Bayesian multidimensional scaling(s). [PDF]

Comput Stat
Sheth A, Smith A, Holbrook AJ.
europepmc   +1 more source

Longitudinal activity monitoring and lifespan: quantifying the interface. [PDF]

Aging (Albany NY)
Iao SI, Kundu P, Chen H, Carey JR, Müller HG.   +4 more
europepmc   +1 more source

Infinite Doubly Stochastic Matrices [PDF]

Canadian Mathematical Bulletin, 1962
This note proves two propositions on infinite doubly stochastic matrices, both of which already appear in the literature: one with an unnecessarily sophisticated proof (Kendall [2]) and the other with the incorrect assertion that the proof is trivial (Isbell [l]).
J.R. Isbell
openaire   +2 more sources

Diagonals of Doubly Stochastic Matrices [PDF]

Canadian Mathematical Bulletin, 1972
Let A be an additive abelian group and Dn(A) the set of those n x n matrices over A all of whose row and column sums are equal. Such matrices can be regarded as a possible generalization of doubly stochastic real matrices; alternatively, if A is a commutative ring, it turns out that Dn(A) is exactly the image of the permutation representation of Sn ...
George Maxwell
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Directed graphs, Hamiltonicity and doubly stochastic matrices [PDF]

Random Structures & Algorithms, 2004
AbstractWe consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled) Markov chains. We also consider a functional on the space of stationary policies of the process that consists of the (1,1)‐entry of the fundamental matrices of the Markov chains induced by the same policies.
Vivek S. Borkar, Vladimir Ejov, Jerzy A. Filar   +2 more
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Majorization-constrained doubly stochastic matrices [PDF]

Linear Algebra and Its Applications, 2003
We study subpolytopes Ωn(d) of the Birkhoff polytope Ωn of doubly stochastic matrices of order n whose rows and columns (or just one row or just the main diagonal) are majorized by a given stochastic vector d.
Geir Dahl, Richard A Brualdi
exaly   +2 more sources

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Matrices Doubly Stochastic by Blocks

Canadian Journal of Mathematics, 1977
The present work stems from the following classical result, due to G. H. Hardy, J. E. Littlewood, G. Pólya [7], and R. Rado [10].THEOREM 1. Concerning a pair of n-tuples x, y ϵ Rn, the following four statementsare equivalent:(a) for every continuous, convex function f : R ...
Fischer, Pal, Holbrook, John A. R.
openaire   +1 more source