A Nontrivial Solution to a Stochastic Matrix Equation
نویسندگان
چکیده
If A is a nonsingular matrix such that its inverse is a stochastic matrix, the classic Brouwer fixed point theorem implies that the matrix equation AXA = XAX has a nontrivial solution. An explicit expression of this nontrivial solution is found via the mean ergodic theorem, and fixed point iteration is considered to find a nontrivial solution.
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تاریخ انتشار 2013