Stochastic matrices realising the boundary of the Karpelevič region

Author(s):  
Stephen Kirkland ◽  
Helena Šmigoc
Keyword(s):  
1986 ◽  
Vol 23 (04) ◽  
pp. 1019-1024
Author(s):  
Walter Van Assche

The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.


2020 ◽  
Vol 8 (1) ◽  
pp. 36-39
Author(s):  
Lei Cao ◽  
Ariana Hall ◽  
Selcuk Koyuncu

AbstractWe give a short proof of Mirsky’s result regarding the extreme points of the convex polytope of doubly substochastic matrices via Birkhoff’s Theorem and the doubly stochastic completion of doubly sub-stochastic matrices. In addition, we give an alternative proof of the extreme points of the convex polytopes of symmetric doubly substochastic matrices via its corresponding loopy graphs.


2021 ◽  
Vol 128 (4) ◽  
pp. 337-351
Author(s):  
Jacqueline Anderson ◽  
Brian Camara ◽  
John Pike

1997 ◽  
Vol 16 (3) ◽  
pp. 363-374 ◽  
Author(s):  
S. Kalpazidou ◽  
Joel E. Cohen
Keyword(s):  

1993 ◽  
Vol 179 ◽  
pp. 211-235 ◽  
Author(s):  
Joel E. Cohen ◽  
Yoh Iwasa ◽  
Gh. Rautu ◽  
Mary Beth Ruskai ◽  
Eugene Seneta ◽  
...  

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