Results 11 to 20 of about 38,090 (261)
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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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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Concerning nonnegative matrices and doubly stochastic matrices [PDF]
Pacific Journal of Mathematics, 1967 This paper is concerned with the condition for the convergence to a doubly stochastic limit of a sequence of matrices obtained from a nonnegative matrix A by alternately scaling the rows and columns of A and with the condition for the existence of diagonal matrices A and D2 with positive main diagonals such that ΏγAΏ2 is doubly stochastic.
Sinkhorn, Richard, Knopp, Paul
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Matrix Analysis for Continuous-Time Markov Chains
Special Matrices, 2021 Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other ...
Le Hung V., Tsatsomeros M. J.
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Models of symmetric stochastic matrices
AIP Conference Proceedings, 2012 In this paper we present models for symmetric stochastic matrices showing how to adjust and validate them. We discuss the validation in the general case.
Dias, Cristina +2 more
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Approximating Correlation Matrices Using Stochastic Lie Group Methods
Mathematics, 2021 Specifying time-dependent correlation matrices is a problem that occurs in several important areas of finance and risk management. The goal of this work is to tackle this problem by applying techniques of geometric integration in financial mathematics, i.
Michelle Muniz +2 more
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On the Fisher Metric of Conditional Probability Polytopes
Entropy, 2014 We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of ...
Guido Montúfar, Johannes Rauh, Nihat Ay
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Non-homogeneous Markov chains with a finite state space and a Doeblin type theorem
International Journal of Mathematics and Mathematical Sciences, 1995 Doeblin [1] considered some classes of finite state nonhomogeneous Markov chains and studied their asymptotic behavior. Later Cohn [2] considered another class of such Markov chains (not covered earlier) and obtained Doeblin type results.
Rita Chattopadhyay
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