A conjecture on minimum permanents

Gi-Sang Cheon; Seok-Zun Song

Displaying similar documents to “A conjecture on minimum permanents”

Doubly stochastic matrices and the Bruhat order

Richard A. Brualdi, Geir Dahl, Eliseu Fritscher (2016)

Czechoslovak Mathematical Journal

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The Bruhat order is defined in terms of an interchange operation on the set of permutation matrices of order $n$ which corresponds to the transposition of a pair of elements in a permutation. We introduce an extension of this partial order, which we call the stochastic Bruhat order, for the larger class $Ω_{n}$ of doubly stochastic matrices (convex hull of $n \times n$ permutation matrices). An alternative description of this partial order is given. We define a class of special faces of $Ω_{n}$ induced by permutation...

Viability theorems for stochastic inclusions

Michał Kisielewicz (1995)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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Sufficient conditions for the existence of solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{I R ⁿ} H_{τ, z} (x_{τ}) ν ̃ (d τ, d z)$ beloning to a given set K of n-dimensional cádlág processes are given.

Some Results on Stochastic Porous Media Equations

Viorel Barbu, Giuseppe Da Prato, Michael Röckner (2008)

Bollettino dell'Unione Matematica Italiana

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Some recent results about nonnegative solutions of stochastic porous media equations in bounded open subsets of $\mathbb{R}^{3}$ are considered. The existence of an invariant measure is proved.

An improvement of an inequality of Fiedler leading to a new conjecture on nonnegative matrices

Assaf Goldberger, Neumann, Michael (2004)

Czechoslovak Mathematical Journal

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Suppose that $A$ is an $n \times n$ nonnegative matrix whose eigenvalues are $λ = ρ (A), λ_{2}, ..., λ_{n}$ . Fiedler and others have shown that $det (λ I - A) \leq λ^{n} - ρ^{n}$ , for all $λ > ρ$ , with equality for any such $λ$ if and only if $A$ is the simple cycle matrix. Let $a_{i}$ be the signed sum of the determinants of the principal submatrices of $A$ of order $i \times i$ , $i = 1, ..., n - 1$ . We use similar techniques to Fiedler to show that Fiedler’s inequality can be strengthened to: $det (λ I - A) + \sum_{i = 1}^{n - 1} ρ^{n - 2 i} | a_{i} | {(λ - ρ)}^{i} \leq λ^{n} - ρ^{n}$ , for all $λ \geq ρ$ . We use this inequality to derive the inequality that: $\prod_{2}^{n} (ρ - λ_{i}) \leq ρ^{n - 2} \sum_{i = 2}^{n} (ρ - λ_{i})$ . In the spirit of a celebrated conjecture...

On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains

Weronika Łaukajtys (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let D be an open convex set in $ℝ^{d}$ and let F be a Lipschitz operator defined on the space of adapted càdlàg processes. We show that for any adapted process H and any semimartingale Z there exists a unique strong solution of the following stochastic differential equation (SDE) with reflection on the boundary of D: $X_{t} = H_{t} + \int_{0}^{t} ⟨ F {(X)}_{s -}, d Z_{s} ⟩ + K_{t}$ , t ∈ ℝ⁺. Our proofs are based on new a priori estimates for solutions of the deterministic Skorokhod problem.

Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric

Vlasta Kaňková, Vadim Omelčenko (2018)

Kybernetika

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Optimization problems with stochastic dominance constraints are helpful to many real-life applications. We can recall e. g., problems of portfolio selection or problems connected with energy production. The above mentioned constraints are very suitable because they guarantee a solution fulfilling partial order between utility functions in a given subsystem $𝒰$ of the utility functions. Especially, considering $𝒰 : = 𝒰_{1}$ (where $𝒰_{1}$ is a system of non decreasing concave nonnegative utility functions)...

On the volume of the polytope of doubly stochastic matrices.

Chan, Clara S., Robbins, David P. (1999)

Experimental Mathematics

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Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

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Consider a proper metric space and a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random continuous mappings → . It induces the stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying...

Nested matrices and inverse $M$ -matrices

Jeffrey L. Stuart (2015)

Czechoslovak Mathematical Journal

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Given a sequence of real or complex numbers, we construct a sequence of nested, symmetric matrices. We determine the $L U$ - and $Q R$ -factorizations, the determinant and the principal minors for such a matrix. When the sequence is real, positive and strictly increasing, the matrices are strictly positive, inverse $M$ -matrices with symmetric, irreducible, tridiagonal inverses.

A stochastic mirror-descent algorithm for solving $A X B = C$ over an multi-agent system

Yinghui Wang, Songsong Cheng (2021)

Kybernetika

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In this paper, we consider a distributed stochastic computation of $A X B = C$ with local set constraints over an multi-agent system, where each agent over the network only knows a few rows or columns of matrixes. Through formulating an equivalent distributed optimization problem for seeking least-squares solutions of $A X B = C$ , we propose a distributed stochastic mirror-descent algorithm for solving the equivalent distributed problem. Then, we provide the sublinear convergence of the proposed algorithm....