Results 1 to 10 of about 1,035,661 (292)
Quantum-embeddable stochastic matrices [PDF]
QuantumThe classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process.
Fereshte Shahbeigi +4 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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Mathematics, 2023 Consider a sequence (Xn)n≥1 of i.i.d. 2×2 stochastic matrices with each Xn distributed as μ. This μ is described as follows.
Santanu Chakraborty
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Optimal Kalman-like filter for a class of nonlinear stochastic systems
Journal of Ocean Engineering and Science, 2023 This paper deals with an optimal Kalman-like filter for nonlinear discrete-time systems aided with auto and cross-correlated noises and stochastic parameter matrices involved in state and measurement equations, and random nonlinearity.
Shulan Kong, Yawen Sun, Huanshui Zhang
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On monotone Markov chains and properties of monotone matrix roots
Special Matrices, 2022 Monotone matrices are stochastic matrices that satisfy the monotonicity conditions as introduced by Daley in 1968. Monotone Markov chains are useful in modeling phenomena in several areas.
Guerry Marie-Anne
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Stochastic emulation of quantum algorithms
New Journal of Physics, 2022 Quantum algorithms profit from the interference of quantum states in an exponentially large Hilbert space and the fact that unitary transformations on that Hilbert space can be broken down to universal gates that act only on one or two qubits at the same
Daniel Braun, Ronny Müller
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An algorithm for constructing integral row stochastic matrices [PDF]
Journal of Mahani Mathematical Research, 2022 Let $\textbf{M}_{n}$ be the set of all $n$-by-$n$ real matrices, and let $\mathbb{R}^{n}$ be the set of all $n$-by-$1$ real (column) vectors. An $n$-by-$n$ matrix $R=[r_{ij}]$ with nonnegative entries is called row stochastic, if $\sum_{k=1}^{n} r_ ...
Asma Ilkhanizadeh Manesh
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On 3-by-3 row stochastic matrices
Special Matrices, 2023 The known constructive tests for the shapes of the numerical ranges in the 3-by-3 case are further specified when the matrices in question are row stochastic. Auxiliary results on the unitary (ir)reducibility of such matrices are also obtained.
Pham Nhi, Spitkovsky Ilya M.
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A short note on extreme points of certain polytopes
Special Matrices, 2020 We give a short proof of Mirsky’s result regarding the extreme points of the convex polytope of doubly substochastic matrices via Birkhoff’s Theorem and the doubly stochastic completion of doubly sub-stochastic matrices.
Cao Lei, Hall Ariana, Koyuncu Selcuk
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Учёные записки Казанского университета: Серия Физико-математические науки, 2019 This paper considers the methods of construction (presentation) of the sets of ergodic stochastic matrices using automaton models and determination of the power estimates of the generated sets. The research aimed at developing algorithms for constructing
V.M. Zakharov +2 more
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