2 edition of **expansion for the permanent of a doubly stochastic matrix** found in the catalog.

expansion for the permanent of a doubly stochastic matrix

R. C. Griffiths

- 190 Want to read
- 21 Currently reading

Published
**1972**
by School of Economic and Financial Studies, Macquarie University in [Sydney]
.

Written in English

- Stochastic matrices.,
- Permanents (Matrices)

**Edition Notes**

Statement | R. C. Griffiths. |

Series | Research paper - School of Economic and Financial Studies, Macquarie University ; no. 4, Research paper (Macquarie University. School of Economic and Financial Studies) ;, no. 4. |

Classifications | |
---|---|

LC Classifications | QA188 .G74 |

The Physical Object | |

Pagination | 11 leaves ; |

Number of Pages | 11 |

ID Numbers | |

Open Library | OL4608466M |

LC Control Number | 77371917 |

tk(A), (k = O, 1, ,n) be defined by (), where A is an n x n doubly stochastic matrix. Moreover, let the system of operators C (Definition ) be given. The results of the paper are the following. If the upper permanent and the lower permanent of two stochastic matrices are equal, then at least. bounds for the permanent (see the book of Minc [12]). In this paper we will consider only lower bounds. Indeed, most interest in the permanent function came from the famous van der Waerden conjecture [16] (in fact formulated as a question), stating that the permanent of any n ×n doubly stochastic matrix is at least n!/nn, the minimum being.

A stochastic matrix is a matrix of probabilities used in the context of Markov chains.. A right stochastic matrix is a matrix where each row sums to A left stochastic matrix is a matrix where each column sums to A doubly stochastic matrix is a matrix where each row and each column sums to In this challenge, we will represent the probabilities in percent using . III Stochastic Matrices. Some fundamental results on doubly stochastic matrices. Doubly stochastic limit and its diagonal representation. The diagonal equivalence of non-negative matrices to non-negative matrices with prescribed rows. IV Diagonal Equivalence of a Non-negative Symmetric Matrix to. a.

2-permanent, and k-permanent of a tensor in terms of hyperplanes, planes and k-planes of the tensor; we discuss the polytopes of stochastic tensors; at end we present an extension of the generalized matrix function for tensors. AMS Classi cation: 15A15, 15A02, 52B12 Keywords: Birkho -von Neumann Theorem, doubly stochastic matrix, hypermatrix. To prove the approximation guarantee, we utilize a general inequality about stable polynomials proved by Gurvits in the context of estimating the permanent of a doubly stochastic matrix.

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PDF | On Jun 1,R. Griffiths published An expansion for the permanent of a doubly stochastic matrix | Find, read and cite all the research you need on ResearchGate. In mathematics, especially in probability and combinatorics, a doubly stochastic matrix (also called bistochastic), is a square matrix = of nonnegative real numbers, each of whose rows and columns sums to 1, i.e., ∑ = ∑ =, Thus, a doubly stochastic matrix is both left stochastic and right stochastic.

Indeed, any matrix that is both left and right stochastic must be square: if. The permanent function is used to determine geometrical properties of the set Ω n of all n × n nonnegative doubly stochastic matrices.

If F is a face of Ω n, then F corresponds to an n × n (0, 1)-matrix A, where the permanent of A is the number of vertices of A is fully indecomposable, then the dimension of F equals σ(A) − 2n + 1, where σ(A) is the number of Cited by: It also seems hard to generalize the above ideas to matrices with higher row and column sums and obtain a better multiplicative constant than 4/3.

Such a general- ization is important in connection to the so-called Van der Waerden conjecture that the permanent of a doubly stochastic n n-matrix is at least n. ~-n. REFERENCES 1. Hartfiel, D. by: A doubly stochastic matrix is a square matrix of nonnegative real numbers with each row and column summing to 1.

In the same vein, one may define a stochastic vector (also called probability vector) as a vector whose elements are nonnegative real numbers which sum to 1.

Thus, each row of a right stochastic matrix (or column of a left stochastic. If Ais an n nmatrix, then the permanent of Ais the sum of all products of entries on each of n. diagonals of A. Also, Ais called doubly stochastic if it has non-negative entries and the row and column sums are all equal to one.

A conjecture on the minimum of the permanent on the set of doubly stochastic. The n ×n doubly stochastic matrices A, B form a permanental pair if the permanent of every convex linear combination λA+(1−λ)B(0⩽λ⩽1) is independent o. will use both matrix and graph notation, and therefore, chapter 2 gives a short presentation of these approaches.

The doubly stochastic matrices will be properly de ned in chapter 3 together with some related mathematical concepts. The set of such n nmatrices, which is called the Birkho poly-tope and will be denoted. Zametki (). 4 T. Foregger, On the minimum value of the permanent of a nearly decomposable doubly stochastic matrix, Linear Algebra Appl.

5 S.-G. Hwang, Minimum permanent on faces of staircase type of the polytope of doubly stochastic matrices, Linear and Multilinear Algebra (). 6 P Knopp and R. The second concerns a recent notion of a doubly stochastic automorphism of a graph. We prove several new theorems about doubly stochastic automorphisms of certain classes of graphs, and in particular, obtain a theorem of which Birkhoff's theorem for doubly stochastic matrices is a special case.

The transpose of a doubly stochastic matrix is also doubly stochastic. $\endgroup$ – πr8 Apr 6 '17 at add a comment | 1 Answer 1. Characterizing Doubly Stochastic Matrices Given an n nmatrix with non-negative entries, we say that the matrix is stochastic if for each row, the sum of the entries in the row add up to exactly 1.

The matrix is said to be doubly stochastic if the sum of the entries in each column also add up to 1. A stochastic matrix corresponds to the. Stochastic matrices are easy to get -- just normalize the rows.

Doubly stochastic matrices require more work -- simply normalizing columns/rows will not converge may take few dozen iterations to converge.

One approach that works is to do constrained optimization, finding closest (in least squared sense) doubly stochastic matrix to given matrix. matrix A there is a unique doubly stochastic matrix of the form D^D.2 where D x and D 2 are diagonal matrices with positive main diagonals.

The matrices D x and D 2 are themselves unique up to a scalar factor. The matrix D ι AD 2 can be obtained as a limit of the sequence of matrices generated by alternately normalizing the rows and columns of A. Definition A stochastic matrix A is called a doubly-stochastic if not only the row sums but also the column sums are unity.

LetSUn(R+) = fA = (aij) j Xn k=1 aik = 1; Xn k=1 akj = 1g:ThenSUn(R+) is the set of all n£n doubly-stochastic matrices. NOTE: If A and B are matrices in SUn(R+); then AB is also in SUn(R+); i.e. SUn(R+) is closed. In mathematics, majorization is a preorder on vectors of real a vector ∈, we denote by ↓ ∈ the vector with the same components, but sorted in descending order.

Given, ∈, we say that weakly majorizes (or dominates) from below written as ≻ iff ∑ = ↓ ≥ ∑ = ↓ =,Equivalently, we say that is weakly majorized (or dominated) by from below, written as ≺.

Abstract. An important tool in the study of majorization is a theorem due to Hardy, Littlewood, and Pólya () which states that for x, yЄR n,x doubly stochastic matrix P. Stack Exchange network consists of Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange. A matrix Ais doubly stochastic when both Aand AT are stochastic. We say that a chain of matrices fA(k)gis a stochastic chain if A(k) is a stochastic matrix for all k 0.

Similarly, we say that fA(k)gis a doubly stochastic chain if A(k) is a doubly stochastic matrix for all k 0. We may refer to a stochastic chain or a doubly.

This matrix is also introduced and called doubly stochastic graph matrix in Merris, Doubly stochastic graph matrices, Univ. Beograd. Pub. ELektrotehn. Fak, 8() ; and Doubly stochastic graph matrices, (II), Linear Algebra and Multilinear Algebra, 45() The matrix was also introduced in Chebotarev and.

For doubly stochastic matrices satisfying the condition p ij > 0 if and only if p ji > 0 for all i 6= j; (6) we have the following result. Proposition 3: [16] Let P be a doubly stochastic matrix satisfying condition (6).

IfP is SIA, thenP is a Sarymsakov matrix. For doubly stochastic matrices, the necessary and suf.I show a way to prove that the product of two row stochastic matrices is again row stochastic, and I leave the proof for column stochastic matrices to you.

Obviously if a matrix is doubly stochastic, it follows from the first two cases that the product is again doubly stochastic.over spectral functions of doubly stochastic matrices include 1. Minimizing Effective Resistance on a Graph [2], where the idea is to choose a random walk on the graph that minimizes the average commute time between all nodes.

2. Finding the best doubly stochastic approximation to a given afﬁnity matrix [5]. This arises.