Substochastic matrices and von Neumann majorization

DOI10.1016/S0024-3795(87)90328-4MaRDI QIDQ1089416zbMATH OpenOpenAlexWikidataFDO

Authors B. George

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/s0024-3795(87)90328-4

zbMATH Keywords

multidimensional stochastic matrixsubstochastic matrices

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Vector and tensor algebra, theory of invariants (15A72) Stochastic matrices (15B51)

Review text

Consideration is given to \(n\times n\times...\times n\) (k factors) matrices \(A=(a_{i_ 1i_ 2...i_ k})\) with particular interest to k- dimensional stochastic matrices and their extremal values. A discussion is given concerning k-dimensional substochastic matrices which can be majorized elementwise by stochastic matrices.

Recommendations

• scientific article; zbMATH DE number 1457178
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• scientific article; zbMATH DE number 7656359
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Cites work

• About \((k, n)\) stochastic matrices
• Extremal configurations and decomposition theorems. I
• Extremal plane stochastic matrices of dimension three
• scientific article; zbMATH DE number 3078983 (Why is no real title available?)
• Multidimensional stochastic matrices and patterns
• Restricted patterns
• Stochastic patterns
• Three dimensional line stochastic matrices and extreme points

Cited in

(4)

• Small matrices of large dimension
• Multidimensional stochastic matrices and error-correcting codes
• Centrosymmetric stochastic matrices
• scientific article; zbMATH DE number 7656359 (Why is no real title available?)

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