DIAGONALS OF DOUBLY STOCHASTIC MATRICES

DOI10.1093/QMATH/10.1.296MaRDI QIDQ5512200zbMATH OpenOpenAlexWikidataFDO

Authors Marvin Marcus, Rimhak Ree

Publication date 1959

Published in The Quarterly Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/qmath/10.1.296

zbMATH Keywords

linear algebra, polynomials, forms

Cited in

(24)

• Superstochastic matrices and magic Markov chains
• Maximum and minimum diagonal sums of doubly stochastic matrices
• A minimal permanent-like function
• Maximum and minimum weighted diagonal sums of certain non-negative matrices
• A biography of Marvin Marcus
• The Birkhoff theorem for unitary matrices of prime-power dimension
• Notes on Birkhoff-von Neumann decomposition of doubly stochastic matrices
• Some Results on Doubly Stochastic Matrices
• Aspects of large random Markov kernels
• The harmonic means of diagonals of doubly-stochastic matrices
• Diagonals of doubly stochastic and equiponderant matrices
• Results and problems in the theory of doubly-stochastic matrices
• Diagonal sums of doubly stochastic matrices^†
• Uncertainties in quantum measurements: a quantum tomography
• Roots and (re)sources of value (in)definiteness \textit{versus} contextuality
• The doubly stochastic single eigenvalue problem: a computational approach
• Extremal elements of a sublattice of the majorization lattice and approximate majorization
• Systems of representatives
• Birkhoff–von Neumann's theorem, doubly normalized tensors, and joint measurability
• On a question of Erdős on doubly stochastic matrices
• A note on Erdős matrices and Marcus-Ree inequality
• Some observations on Erdős matrices
• Characterization of Erdős matrices by their zero entries
• Further notes on Birkhoff-von Neumann decomposition of doubly stochastic matrices

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