The doubly stochastic matrices of a vector majorization

DOI10.1016/0024-3795(84)90027-2zbMath0558.15008OpenAlexW2068986444MaRDI QIDQ762582

Richard A. Brualdi

Publication date: 1984

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(84)90027-2

zbMATH Keywords

dimensionvector majorizationpolytope of doubly stochastic matricesfully indecomposable

Mathematics Subject Classification ID

Miscellaneous inequalities involving matrices (15A45) Stochastic matrices (15B51)

Related Items (16)

Vector majorization via positive definite matrices ⋮ Vector majorization via nonnegative definite doubly stochastic matrices of maximum rank ⋮ On the extreme points of the majorizaton polytope \(\Omega_ 3(y\prec x)\) ⋮ Majorization, polyhedra, and statistical testing problems ⋮ Measurement of inequality with a finite number of pay states: the majorization set and its applications ⋮ Applications of \(M\)-matrices to majorization ⋮ Transportation matrices with staircase patterns and majorization ⋮ An extension of the polytope of doubly stochastic matrices ⋮ Principal majorization ideals and optimization ⋮ Matrix majorization via vector majorization ⋮ Unnamed Item ⋮ Cases of equality for certain inequalities involving a \(G\)-doubly stochastic map ⋮ Matrix majorization ⋮ Majorization-constrained doubly stochastic matrices ⋮ Some recent developments on majorization inequalities in probability and statistics ⋮ Majorization in economic disparity measures

Cites Work

• Convex polyhedra of doubly stochastic matrices. I: Applications of the permanent function
• A problem of Mirsky concerning nonsingular doubly stochastic matrices
• Inequalities: theory of majorization and its applications
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