Results 231 to 240 of about 38,090 (261)

On Series Expansions and Stochastic Matrices

SIAM Journal on Matrix Analysis and Applications, 1993
Summary: Let \(P(0)\in R^{n\times n}\) be a stochastic matrix representing transition probabilities in a Markov chain, which is completely decomposable into \(m\) independent chains plus a number of transient states. Also, suppose that for all \(\varepsilon>0\) small enough \(P(\varepsilon)\equiv P(0)+\varepsilon C\) is a stochastic matrix representing
Moshe Haviv, Yaacov Ritov
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Stochastic Approach to Matrices

SIAM Journal on Applied Mathematics, 1987
The author shows that the powers of an \(n\times n\) real (respectively complex) matrix can be put into correspondence with the powers of an \((n+2)\times (n+2)\) (respectively \((2n+2)\times (2n+2))\) doubly stochastic matrix. The eigenvalues can be explicitly related. Also, the general solution \(u_ k\) of a homogeneous linear difference equation can
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Note on stochastic matrices

Communications of the ACM, 1963
A formula for numerical integration is prepared, which involves an exponential term. This formula is compared to two standard integration methods, and it is shown that for a large class of differential equations, the exponential formula has superior stability properties for large step sizes.
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Matrices Doubly Stochastic by Blocks

Canadian Journal of Mathematics, 1977
The present work stems from the following classical result, due to G. H. Hardy, J. E. Littlewood, G. Pólya [7], and R. Rado [10].THEOREM 1. Concerning a pair of n-tuples x, y ϵ Rn, the following four statementsare equivalent:(a) for every continuous, convex function f : R ...
Fischer, Pal, Holbrook, John A. R.
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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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Spectral Inverses of Stochastic Matrices

SIAM Journal on Applied Mathematics, 1972
It is shown that the nonzero eigenvalues of a stochastic matrix A all lie on the unit circle if and only if $A^2 $ has a stochastic group inverse. This is then used to obtain necessary and sufficient conditions for A to have a stochastic spectral inverse.
Wall, J. R., Plemmons, R. J.
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Infinite Doubly Stochastic Matrices

Canadian Mathematical Bulletin, 1962
This note proves two propositions on infinite doubly stochastic matrices, both of which already appear in the literature: one with an unnecessarily sophisticated proof (Kendall [2]) and the other with the incorrect assertion that the proof is trivial (Isbell [l]).
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Diagonals of Doubly Stochastic Matrices

Canadian Mathematical Bulletin, 1972
Let A be an additive abelian group and Dn(A) the set of those n x n matrices over A all of whose row and column sums are equal. Such matrices can be regarded as a possible generalization of doubly stochastic real matrices; alternatively, if A is a commutative ring, it turns out that Dn(A) is exactly the image of the permutation representation of Sn ...
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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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Complementation in Stochastic Matrices and the GTH Algorithm

SIAM Journal on Matrix Analysis and Applications, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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