All Questions
9 questions
2
votes
0
answers
181
views
Is every nearly rank-1 doubly stochastic matrix a product of pairwise averaging matrices?
A doubly stochastic matrix is a square matrix with non-negative real entries where the sum of each row is $1$ and the sum of each column is $1$. A pairwise averaging matrix is a matrix of the form $tA+...
2
votes
0
answers
95
views
Maximum volume submatrices of a Khatri-Rao product of matrix exponentials
My question requires quite a bit of setup, which leads to a conjecture. So I split my question into three parts, Setup, Conjecture, and Question.
Setup:
Pick any two right stochastic matrices $\...
- 237
5
votes
2
answers
339
views
Existence of a specific stochastic matrix
Let $0\le x_1\le x_2\le \cdots\le x_n\le n-1$ be given. My question is as follows : Under which condition there exists a doubly stochastic matrix $M=(m_{i,j})_{1\le i,j\le n}$ s.t.
$$\sum_{j=1}^n (j-1)...
user128095
3
votes
1
answer
236
views
Mixing time and spectral gap for a special stochastic matrix
Consider the following dimension stochastic matrix,
\begin{bmatrix}
p & q & 0 & 0 & 0 \\
0 & 0 & 1 & 0 & 0 \\
0 & 0 & 0 & 1 & 0 \\
0 & 0 & 0 &...
- 103
8
votes
1
answer
391
views
On the limit of partial sum of infinite doubly stochastic matrix
Let $A=(a_{ij})$ be an infinite doubly stochastic matrix. Does there necessarily exist a subsequence $\{n_k\}_{k=1}^\infty$ such that
$$ \lim_{k\to\infty}\frac{1}{n_k}\sum_{i=1}^{n_k}\sum_{j=1}^{n_k}...
- 171
2
votes
1
answer
193
views
A question on the partial sum of infinite doubly stochastic matrix
Let $A=(a_{ij})$ be an infinite doubly stochastic matrix. Is the following statement true ?
$$
\lim_{n\to\infty}\frac{1}{n}\sum_{i=1}^n\sum_{j=1}^na_{ij} >0
$$
Any reference or comment on this is ...
- 171
13
votes
2
answers
879
views
The expected square of the determinant of a random row stochastic matrix
In this
question Anthony Quas asks about the expected absolute value of
the determinant of an $n\times n$ row stochastic matrix $A$, where
the rows are independently selected from the uniform ...
- 50.8k
3
votes
1
answer
371
views
Eigenvectors of a perturbed reducible stochastic matrix
Let $Q$ be a $n\times n$ reducible stochastic matrix. Let $J$ be such that $[J]_{ij}={1 \over n}$. Now for a small positive constant $\alpha\in [0,1]$, consider the matrix
$$\tilde{Q}\,=\,(1-\alpha)...
- 1,421
15
votes
3
answers
4k
views
Non-diagonalizable doubly stochastic matrices
Are there constructive examples of doubly stochastic matrices (whose rows and columns all sum up to $1$ and contain only non-negative entries) that are not diagonalizable?
- 731