Results 1 to 10 of about 37,991 (162)
On backward product of stochastic matrices [PDF]
Automatica, 2012 We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow property. We show that this property is necessary for ergodicity of any chain of stochastic matrices, by defining and exploring the properties of a rotational transformation for a stochastic chain.
Angelia Nedich, Behrouz Touri
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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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Product of Random Stochastic Matrices [PDF]
IEEE Transactions on Automatic Control, 2014 The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic associated with a given sequence of random (row-)stochastic matrices, we prove that the dynamics admits a class ...
Angelia Nedich, Behrouz Touri
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On the Rotational Dimension of Stochastic Matrices
Annals of Probability, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S Kalpazidou
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Centrosymmetric stochastic matrices [PDF]
Linear and Multilinear Algebra, 2020 We consider the convex set $Γ_{m,n}$ of $m\times n$ stochastic matrices and the convex set $Γ_{m,n}^π\subset Γ_{m,n}$ of $m\times n$ centrosymmetric stochastic matrices (stochastic matrices that are symmetric under rotation by 180 degrees). For $Γ_{m,n}$, we demonstrate a Birkhoff theorem for its extreme points and create a basis from certain $(0,1 ...
Cao, Lei +2 more
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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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Somewhat Stochastic Matrices [PDF]
The American Mathematical Monthly, 2015 The standard theorem for regular stochastic matrices is generalized to matrices with no sign restriction on the entries. The condition that column sums be equal to 1 is kept, but the regularity condition is replaced by a condition on the $\ell_1$-distances between columns.
Branko Curgus, Robert I. Jewett
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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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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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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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