Doubly stochastic matrices with some equal diagonal sums

Let A be doubly stochastic, and let τ₁,…,τ_m be m mutually disjoint zero diagonals in A, 1?m?n-1. E. T. H. Wang conjectured that if every diagonal in A disjoint from each τ_k (k=1,…,m) has a constant sum, then all entries in A off the m zero diagonals τ_k are equal to (n?m)^-1. Sinkhorn showed the conjecture to be correct. In this paper we generalize this result for arbitrary doubly stochastic zero patterns.     

Doubly stochastic matrices with prescribed positive spectrum

We show that for every set Λ={λ₁,λ₂,…,λ_n} of real numbers such that $\text{λ}{}_1\text{=1?λ}{}_2\text{???λ}{}_{\mathrm{n}}\text{\&\#62;0}$, there exists a doubly stochastic matrix with spectrum Λ. We present an explicit construction of such a matrix.     

Doubly stochastic matrices of trees

In this paper, we obtain sharp upper and lower bounds for the smallest entries of doubly stochastic matrices of trees and characterize all extreme graphs which attain the bounds. We also present a counterexample to Merris’ conjecture on relations between the smallest entry of the doubly stochastic matrix and the algebraic connectivity of a graph in [R. Merris, Doubly stochastic graph matrices II, Linear Multilinear Algebr. 45 (1998) 275–285].     

Doubly stochastic graph matrices, II

If G is a graph on n vertices, its Laplacian matrix L(G) = D(G) - A(G) is the difference of the diagonal matrix of vertex degrees and the adjacency matrix. The main purpose of this note is to continue the study of the positive definite, doubly stochastic graph matrix (I_n + L(G))-¹= ω(G) = (w_ij). If, for example, w(G) = min w_ij, then w(G)≥0 with equality if and only if G is disconnected and w(G) ≤ l/(n + 1) with equality if and only if G = K_n. If i¦j, then w_ii ≥2wij, with equality if and only if the ith vertex has degree n - 1. In a sense made precise in the note, max w,, identifies most remote vertices of G. Relations between these new graph invariants and the algebraic connectivity emerge naturally from the fact that the second largest eigenvalue of ω(G) is 1/(1 + a(G)).     

Doubly stochastic graph matrices,II

If G is a graph on n vertices, its Laplacian matrix L(G) = D(G) - A(G) is the difference of the diagonal matrix of vertex degrees and the adjacency matrix. The main purpose of this note is to continue the study of the positive definite, doubly stochastic graph matrix (I_n + L(G))?¹= ω(G) = (w_ij). If, for example, w(G) = min w_ij, then w(G)≥0 with equality if and only if G is disconnected and w(G) ≤ l/(n + 1) with equality if and only if G = K_n. If i¦j, then w_ii ≥2wij, with equality if and only if the ith vertex has degree n - 1. In a sense made precise in the note, max w,, identifies most remote vertices of G. Relations between these new graph invariants and the algebraic connectivity emerge naturally from the fact that the second largest eigenvalue of ω(G) is 1/(1 + a(G)).     

Doubly stochastic matrices whose squares are idempotent

Formulas for the doubly stochastic square roots of the idempotents are presented. Such square roots must necessarily satisfy per A²≤perA.     

Doubly stochastic matrices whose powers eventually stop

In this note we characterize doubly stochastic matrices A whose powers A,A²,A³,… eventually stop, i.e., A^p=A^p+1= for some positive integer p. The characterization enables us to determine the set of all such matrices.     

Doubly stochastic matrices which have certain diagonals with constant sums

Let A be an n×n doubly stochastic matrix and suppose that 1?m?n?1. Let τ₁,…,τ_m be m mutually disjoint zero diagonals in A, and suppose that every diagonal of A disjoint from τ₁,…,τ_m has a constant sum. Then aall entries of A off the m zero diagonals have the value (n?m)^?1. This verifies a conjecture of E.T. Wang.     

Doubly stochastic matrices over arbitrary vector spaces and the Birkhoff theorem

Doubly stochastic matrices are defined which have entries from an arbitrary vector space V. The extreme points of this convex set of matrices are studied, and convex subsets of V are identified for which these extreme matrices are of a permutation matrix type, i.e. for which a Birkhoff theorem holds.     

Doubly stochastic models with GARCH innovations

A rapid development of time series models and methods addressing volatility in computational finance and econometrics are recently reported in the financial literature. This paper considers doubly stochastic volatility models with GARCH errors. General properties for process mean, variance and kurtosis are derived as these results can be used in model identification.     

Doubly stochastic measures with hairpin support

Summary Seethoff and Shiflett [5] proved nice uniqueness theorems concerning doubly stochastic measures supported on the union of the graphs of two functions, but the existence theorems were more elusive. In this present paper, using a functional equations approach, not only uniqueness results but also existence theorems are obtained for doubly stochastic measures with support sets of the form gg^-1 where g is an increasing homeomorphism of [0,1] onto itself such that g(x) whenever 0<x<1.     

Doubly stochastic measures with prescribed support

Summary Denote the set of doubly stochastic measures on the unit square X ×X that are supported on the graphs of measurable maps L,HXX by (L, H). Conditions are given that imply that (L, H) is a singleton. Since (L, H) is in any event a (possibly empty) extremal subset of the set of all doubly stochastic measures on X×X, our results are intimately related to the problem of describing the supports of the extreme points of .     

Doubly stochastic matrix equations

It is shown that for real,m x n matricesA andB the system of matrix equationsAX=B, BY=A is solvable forX andY doubly stochastic if and only ifA=BP for some permutation matrixP. This result is then used to derive other equations and to characterize the Green’s relations on the semigroup Ω _n of alln x n doubly stochastic matrices. The regular matrices in Ω _n are characterized in several ways by use of the Moore-Penrose generalized inverse. It is shown that a regular matrix in Ω _n is orthostochastic and that it is unitarily similar to a diagnonal matrix if and only if it belongs to a subgroup of Ω _n . The paper is concluded with extensions of some of these results to the convex setS _n of alln x n nonnegative matrices having row and column sums at most one. His research was supported by the N. S. F. Grant GP-15943.     

On matrices stochastically similar to matrices with equal diagonal elements

A necessary and sufficient condition for a matrix to be stochastically similar to a matrix with equal diagonal elements is obtained Aand B are called Stochastically similar if B=SAS^{- 1} where S is quasi-stochastic i.e., all row sums of .S are I. An inverse elementary divisor problem for quasi-stochastic matrices is also considered.     

On matrices stochastically similar to matrices with equal diagonal elements

A necessary and sufficient condition for a matrix to be stochastically similar to a matrix with equal diagonal elements is obtained Aand B are called Stochastically similar if B=SAS ^{? 1} where S is quasi-stochastic i.e., all row sums of .S are I. An inverse elementary divisor problem for quasi-stochastic matrices is also considered.     

Nonnegative matrices with stochastic powers

Matrices with nonnegative elements, which are nonstochastic but have stochastic powers, are considered. These matrices are characterized in the irreducible case and in the symmetric one. This paper represents part of a thesis submitted to the Senate of the Technion-Israel Institute of Technology in partial fulfillment of the requirements for the degree of Doctor of Science. The author wishes to thank Professor B. Schwarz for his guidance in the preparation of this paper.     

Doubly stochastic operators and rearrangement theorems

This paper characterizes doubly stochastic operators between two L¹ spaces of random variables in terms of convex functions on the real line. This characterization is then applied to proving some Hardy-Littlewood-Pólya-type rearrangement theorems. The conditional form of Jensen's inequality is also derived and a condition for equality obtained. Moreover, some known results concerning doubly stochastic operators are also generalized.