نتایج جستجو برای: g doubly stochastic matrices

تعداد نتایج: 644243  

Journal: :Random Struct. Algorithms 2009
Vivek S. Borkar Vladimir Ejov Jerzy A. Filar

We consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled) Markov chains. We also consider a functional on the space of stationary policies of the process that consists of the (1,1)-entry of the fundamental matrices of the Markov chains induced by these policies. We focus on the subset of these policies that induce doubly stochastic probability transition matrices w...

2005
S. J. Kirkland Michael Neumann Jianhong Xu

In a 2002 paper, Kirkland showed that if T ∈ Rn×n is an irreducible stochastic matrix with stationary distribution vector πT , then for A = I − T , maxj=1,...,n πj‖A j ‖∞ ≥ n−1 n , where Aj , j = 1, . . . , n, are the (n − 1) × (n − 1) principal submatrices of A obtained by deleting the j–th row and column of A. He also conjectured that equality holds in that lower bound if and only if either T...

Journal: :Electr. J. Comb. 2008
Leonid Gurvits

Let p be a homogeneous polynomial of degree n in n variables, p(z1, . . . , zn) = p(Z), Z ∈ C. We call such a polynomial p H-Stable if p(z1, . . . , zn) 6= 0 provided the real parts Re(zi) > 0, 1 ≤ i ≤ n. This notion from Control Theory is closely related to the notion of Hyperbolicity used intensively in the PDE theory. The main theorem in this paper states that if p(x1, . . . , xn) is a homog...

Journal: :Random Struct. Algorithms 2004
Vivek S. Borkar Vladimir Ejov Jerzy A. Filar

We consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled)Markov chains. We also consider a functional on the space of stationary policies of the process that consists of the (1,1)-entry of the fundamental matrices of the Markov chains induced by the same policies. In particular, we focus on the subset of these policies that induce doubly stochastic probability tran...

2013
HOI H. NGUYEN

Let X be a matrix sampled uniformly from the set of doubly stochastic matrices of size n×n. We show that the empirical spectral distribution of the normalized matrix √ n(X − EX) converges almost surely to the circular law. This confirms a conjecture of Chatterjee, Diaconis and Sly.

Journal: :Linear Algebra and its Applications 1979

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