Even Doubly-Stochastic Matrices.
L. MIRSKY (1961)
Mathematische Annalen
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L. MIRSKY (1961)
Mathematische Annalen
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George Hutchinson (2016)
Special Matrices
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We disprove a conjecture made by Rajesh Pereira and Joanna Boneng regarding the upper bound on the number of doubly quasi-stochastic scalings of an n × n positive definite matrix. In doing so, we arrive at the true upper bound for 3 × 3 real matrices, and demonstrate that there is no such bound when n ≥ 4.
C. Zenger (1972)
Numerische Mathematik
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Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2010)
RAIRO - Operations Research
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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Idar Hansen, David Copeland Johnson (1976)
Mathematische Zeitschrift
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Michael Weba (1986)
Mathematische Zeitschrift
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Albert Wilansky, Andrew K. Snyder (1972)
Mathematische Zeitschrift
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Idar Hansen (1977)
Mathematische Zeitschrift
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Helmut Wielandt (1955/56)
Mathematische Zeitschrift
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Robert De Vos (1984)
Mathematische Zeitschrift
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Bueno, M.I., Furtado, S. (2008)
ELA. The Electronic Journal of Linear Algebra [electronic only]
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Mats Andersson (1989)
Mathematische Zeitschrift
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