Stochastic matrices realising the boundary of the Karpelevič region (Q2062816)
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English | Stochastic matrices realising the boundary of the Karpelevič region |
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Stochastic matrices realising the boundary of the Karpelevič region (English)
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3 January 2022
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An entrywise nonnegative matrix \(A\) is called \textit{stochastic} if every row sums to the unity. \textit{A. Kolmogoroff} [Bull. Univ. Etat Moscou, Ser. Int., Sect. A, Math. et Mecan. 1, Fasc. 3, 1--16 (1937; Zbl 0018.41302)] posed the problem of characterizing the region \[ \Theta_n := \{ z \in \mathbb{C} \mid z \in \sigma(A), A \in \textsf{M}_n (\mathbb{R}), A \text{ stochastic} \}, \] now called the \textit{Karpelevich region}, which is known to be compact, star-convex (with star-centers at \(0\) and \(1\)), and a subset of the unit disc in \(\mathbb{C}\). \textit{F. I. Karpelevich} [Izv. Akad. Nauk SSSR, Ser. Mat. 15, 361--383 (1951; Zbl 0043.01603)] solved this problem by characterizing the set of extremal values: \[ E_n := \{ z \in \Theta_n \mid \alpha z \not \in \Theta_n, \forall \alpha > 1 \} \subseteq \partial \Theta_n. \] In the formulation by \textit{H. Ito} [Linear Algebra Appl. 267, 241--246 (1997; Zbl 0888.15006)] of the Karpelevich theorem, the points in \(\partial \Theta_n\) between the consecutive roots of unity \(\exp(2 \pi ip/q)\) and \(\exp(2 \pi ir/s)\), with \(q < s\), satisfy the polynomial equation \[ t^s(t^q - \beta)^{\lfloor \frac{n}{q} \rfloor} = \alpha^{\lfloor \frac{n}{q} \rfloor} t^{q\lfloor \frac{n}{q} \rfloor} \] where \(\alpha \in [0,1]\) and \(\beta := 1 - \alpha\). This area of research remained dormant until the recent work of \textit{C. R. Johnson} and \textit{P. Paparella} [Linear Algebra Appl. 520, 1--15 (2017; Zbl 1359.15029)], who provided, for every \(\lambda = \lambda(\alpha) \in \partial \Theta_n\), a parametric stochastic matrix \(M = M(\alpha)\) with \(\lambda\) as an eigenvalue. This result resolved a seventy-year old problem posed by \textit{N. Dmitriev} and \textit{E. Dynkin} [Izv. Akad. Nauk SSSR, Ser. Mat. 10, 167--184 (1946; Zbl 0060.03305)]. Furthermore, several novel conjectures were made about the nature of the Karpelevich region. More recently, \textit{B. Kim} and \textit{J. Kim} [Linear Algebra Appl. 595, 13--23 (2020; Zbl 1434.15020)] resolved two of the conjectures in the affirmative posed by \textit{C. R. Johnson} and \textit{P. Paparella}. Continuing in this vein, the authors investigate the extent to which the realizing matrices of points on the boundary are unique (see [\textit{C. R. Johnson} and \textit{P. Paparella}, Linear Algebra Appl. 520, 1--15 (2017; Zbl 1359.15029), Problem 6.1]).
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stochastic matrix
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eigenvalue
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Markov chain
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Karpelevič region
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