Results 11 to 20 of about 1,035,661 (292)
Doubly stochastic matrices of trees [PDF]
Applied Mathematics Letters, 2005 In this paper, we obtain sharp upper and lower bounds for the smallest entries of doubly stochastic matrices of trees and characterize all extreme graphs which attain the bounds. We also present a counterexample to Merris’ conjecture on relations between
Zhang, Xiao-Dong, Wu, Jia-Xi
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Doubly Stochastic and Combined matrices
Linear and Multilinear Algebra[EN] In this work, doubly stochastic combined matrices are studied. The combined matrix is known as Relative Gain Array in control theory. In particular, the characterization of all matrices such that their combined matrix is doubly stochastic is studied
Cantó Colomina, Rafael +3 more
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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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The Sinkhorn-Knopp algorithm : convergence and applications [PDF]
, 2008 As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Knight, P.A.
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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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Stochastic Roots of Irreducible Stochastic Matrices
A key question in the theory of Markov chains and stochastic matrices is the existence of stochastic c-th roots: given a stochastic matrix A, can we find another stochastic matrix B such that A equals B raised to the power of c, for some integer c in the
Joshi, Priyanka
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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Linear maps preserving permutation and stochastic matrices [PDF]
, 2002 Let T be the set of n×n (sub)permutation matrices, doubly (sub)stochastic matrices, or the set of m×n column or row (sub)stochastic matrices. We characterize those linear maps T on the linear span of T that satisfy T(T)=T .
Li, Chi-Kwong +9 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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