Strong shift equivalence and positive doubly stochastic matrices
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Abstract: We give sufficient conditions for a positive stochastic matrix to be similar and strong shift equivalent over to a positive doubly stochastic matrix through matrices of the same size. We also prove that every positive stochastic matrix is strong shift equivalent over to a positive doubly stochastic matrix. Consequently, the set of nonzero spectra of primitive stochastic matrices over with positive trace and the set of nonzero spectra of positive doubly stochastic matrices over are identical. We exhibit a class of matrices, pairwise strong shift equivalent over through matrices, for which there is no uniform upper bound on the minimum lag of a strong shift equivalence through matrices of bounded size. In contrast, we show for any primitive matrix of positive trace that the set of positive matrices similar to it contains only finitely many SSE- classes.
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Cites work
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Cited in
(6)- Strong shift equivalence of Boolean and positive rational matrices
- The mapping class group of a shift of finite type
- Strong shift equivalence and the generalized spectral conjecture for nonnegative matrices
- Path methods for strong shift equivalence of positive matrices
- Strong shift equivalence of 2 × 2 matrices of non-negative integers
- Strong shift equivalence and shear adjacency of nonnegative square integer matrices
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