Results 241 to 250 of about 1,476 (274)

Doubly Stochastic Processing on Jacket Matrices

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, 2004
We proposed a novel method to generalize a set of 2" /spl times/ 2" and 2n /spl times/ 2n matrices named generalized doubly stochastic Jacket matrices, also orthostochastic cases are included. Generally, the proposed scheme uses a simple matrix factorization method to represent the doubly stochastic, Markov vectors and eigenvalues, and it can be easily
Jia Hou, Moon Ho Lee, Kwangjae Lee
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On the Hamiltonicity Gap and doubly stochastic matrices

Random Structures & Algorithms, 2008
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 these policies.
Vivek S. Borkar, Vladimir Ejov, Jerzy A. Filar   +2 more
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Characterization, parity, and power sequences of locally finite doubly stochastic matrices [PDF]

Discrete Mathematics, 2009
We show that infinite locally finite doubly stochastic matrices are particular limits of sequences of finite doubly stochastic matrices and reciprocally. Thereby, we define the parity in the set of infinite locally finite doubly stochastic matrices.
Rénier, Simon
exaly   +2 more sources

Doubly Stochastic Matrices

2010
An important tool in the study of majorization is a theorem due to Hardy, Littlewood, and Polya (1929) which states that for x, yЄRn,x < y if and only if x = yP for some doubly stochastic matrix P.
Albert W. Marshall, Ingram Olkin, Barry C. Arnold   +2 more
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Random doubly stochastic tridiagonal matrices

Random Structures & Algorithms, 2012
AbstractLet \documentclass{article}\usepackage{mathrsfs}\usepackage{amsmath, amssymb}\pagestyle{empty}\begin{document}\begin{align*}{\mathcal T}\end{align*} \end{document}n be the compact convex set of tridiagonal doubly stochastic matrices. These arise naturally in probability problems as birth and death chains with a uniform stationary distribution ...
Persi Diaconis, Philip Matchett Wood
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Diagonal Elements of Doubly-Stochastic Matrices

The Mathematical Gazette, 1961
A square matrix is said to be doubly-stochastic if its elements are non-negative and if all row-sums and column-sums are equal to 1. The study of doubly-stochastic matrices was initiated by I.
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Permanents of Random Doubly Stochastic Matrices

Canadian Journal of Mathematics, 1974
The permanent of ann×nmatrixA= (aij) is defined aswhereSnis the symmetric group of ordern. For a survey article on permanents the reader is referred to [2]. An unresolved conjecture due to van der Waerden states that ifAis ann×ndoubly stochastic matrix; then per (A) ≧n!/nn, with equality if and only ifA=Jn= (1/n).
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Row Stochastic Matrices Similar to Doubly Stochastic Matrices

Linear and Multilinear Algebra, 1981
The problem of determining which row stochastic n-by-n matrices are similar to doubly stochastic matrices is considered. That not all are is indicated by example, and an abstract characterization as well as various explicit sufficient conditions are given.
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A Correction to "On a Conjecture Concerning Doubly Stochastic Matrices"

Proceedings of the American Mathematical Society, 1954
Professor A. Horn has kindly pointed out to me in a letter dated February 15, 1953, that the proof contained in On a conjecture concerning doubly stochastic matrices, Proc. Amer. Math. Soc. vol. 3, pp. 511— 513, is incorrect. The extension described on lines 3 et seq. on p. 513 cannot always be carried out.
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DIAGONALS OF DOUBLY STOCHASTIC MATRICES

The Quarterly Journal of Mathematics, 1959
Marcus, M., Ree, R.
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