Results 131 to 140 of about 100,624 (168)

Doubly stochastic matrix equations

Israel Journal of Mathematics, 1973
It is shown that for real,m x n matricesA andB the system of matrix equationsAX=B, BY=A is solvable forX andY doubly stochastic if and only ifA=BP for some permutation matrixP. This result is then used to derive other equations and to characterize the Green’s relations on the semigroup Ω n of alln x n doubly ...
Montague, J. S., Plemmons, R. J.
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Issues of Stability and Uniqueness of Stochastic Matrix Factorization

Computational Mathematics and Mathematical Physics, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Derbanosov, R. Yu., Irkhin, I. A.
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The nearest ‘doubly stochastic’ matrix to a real matrix with the same first moment

Numerical Linear Algebra with Applications, 1998
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William Kile Glunt, Thomas L. Hayden, Robert Reams   +2 more
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Stochastic Aspects of Matrix Cracking in Brittle Matrix Composites

Journal of Engineering Materials and Technology, 1993
A computer simulation of multiple cracking in fiber-reinforced brittle matrix composites has been conducted, with emphasis on the role of the matrix flaw distribution. The simulations incorporate the effect of bridging fibers on the stress required for cracking. Both short and long (steady-state) flaws are considered.
Spearing, S.M., Zok, F.W.
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An Introduction to Matrix Variate Stochastics

2013
So far in this book, scalar-and vector valued processes have been discussed. Chapter 10 sets the scene for matrix-valued processes. It is a stand-alone, self-contained chapter, which introduces matrix variate stochastics in a comprehensive manner: first, matrix-valued random variables are defined, then matrix-valued stochastic processes, and finally ...
Jan Baldeaux, Eckhard Platen
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Modeling Trees with a Stochastic Matrix

The College Mathematics Journal, 1998
(1998). Modeling Trees with a Stochastic Matrix. The College Mathematics Journal: Vol. 29, No. 3, pp. 230-236.
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Stochastic adaptive control with unknown interactor matrix

Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334), 2000
The general optimal solution of the one-step-ahead criterion for adaptive control of a MIMO system having white noise and nondiagonal interactor matrix is obtained and expressed analytically in a closed form. The solution is shown to include the most important cases discussed in the literature, which can be considered as special cases. It is shown that
Behnam Shahrrava, J. Dwight Aplevich
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A Lower Bound for the Permanent of a Doubly Stochastic Matrix

The Annals of Mathematics, 1979
It is shown here that the permanent of an n x n doubly stochastic Let A be an n x n matrix (aij)". The permanent of A is defined by (Al) ~~~~~p(A) = fle Snni=1ai.(i)
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Different stochastic algorithms to obtain matrix inversion

Applied Mathematics and Computation, 2007
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HYBRID SHAPLEY ITERATION FOR STOCHASTIC MATRIX GAMES

International Conference on Modern Problems of Mathematics, Mechanics and their Applications
Abstract. In this paper, we investigate the stochastic matrix games and their solution methods, especially Shapley iteration approach. Then, we modify the Shapley iteration approach utilizing the matrix norm method, which is matrix norm-based solution method for deterministic matrix games.
Özkaya, Murat, İzgi, Burhaneddin
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