Matrices with prescribed row and column sums (Q763065)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Matrices with prescribed row and column sums
    scientific article

      Statements

      Matrices with prescribed row and column sums (English)
      0 references
      8 March 2012
      0 references
      This is a survey of work by the author and J. A. Hartigan [see, for example, \textit{A. Barvinok} [Adv. Math. 224, No. 1, 316--339 (2010; Zbl 1191.15031)] and \textit{A. Barvinok} and \textit{J. A. Hartigan} [Adv. Appl. Math. 45, No. 2, 252--289 (2010; Zbl 1213.05015)]. Let \(R=(r_{1},\dots ,r_{m})\) and \(C=(c_{1},\dots ,c_{n})\) be fixed vectors of positive integers such that \(\sum r_{i}=\sum c_{j}\). The author defines \(A_{0} :=A_{0}(R,C)\) and \(A_{+}:=A_{+}(R,C)\) to be the sets of all real \(m\times n\) matrices with 0-1 entries and nonnegative integer entries, respectively, with row sums and column sums given by \(R\) and \(C\). Consider the following questions. Assuming \(A_{0}\neq\emptyset\): (i) what are the cardinalities of \(A_{0}\) and \(A_{+}\); (ii) if \(A_{0}\) and \(A_{+}\) are considered as probability spaces with the uniform probability, what does a random element from one of these sets look like? In this review we restrict our remarks to \(A_{0}\), but analogous results for \(A_{+}\) are also described in the paper. Let \(P_{0}\) be the set of all real \(m\times n\) matrices \(X:=[x_{ij}]\) with \(0<x_{ij}<1\) for all \(i,j\) and with row and column sums given by \(R\) and \(C\). Define the entropy \(h\) on \(P_{0}\) where \[ h(X):=\sum_{i,j}\left\{ x_{ij}\ln\frac{1}{x_{ij}}+(1-x_{ij})\ln\frac {1}{1-x_{ij}}\right\} . \] Then \(h(X)\) attains its maximum at a unique matrix \(Z_{0}\) in \(P_{0}\), and \(\ln\left| A_{0}\right| \) is asymptotic to \(\ln\alpha_{0}\) where \(\alpha_{0}:=e^{h(Z_{0})}\) (\(\alpha_{0}\) has an alternative description in Theorem 1). A more precise asymptotic expression for \(\left| A_{0}\right| \) is given in Theorem 10. Furthermore, if \(X:=[x_{ij}]\) is a random \(m\times n\) matrix of independent Boolean random variables such that the expected value \(EX=Z_{0}\), then \(\mathbf{P}(X=D)=e^{h(Z_{0})}\) for each \(D\in A_{0}\) and \(\mathbf{P}(X\in A_{0})\) is at least \((mn)^{-\gamma(m+n)}\) for some absolute constant \(\gamma>0\). Analogous results are described for \(A_{+}\). Proofs are sketched or the reader is referred to earlier work and the paper ends with some open questions.
      0 references
      0 references
      0-1 matrix
      0 references
      integer matrix
      0 references
      random matrix
      0 references
      Brunn-Minkowski inequality
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references