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Concerning the Minimum Function of a Stochastic Matrix

Published online by Cambridge University Press:  20 November 2018

Richard Sinkhorn
Richard Sinkhorn*
Affiliation:
University of Houston Houston, Texas
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Extract

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A square matrix is said to be stochastic if its elements are non-negative and if each of its row sums is equal to one. Thus λ = 1 is always an eigenvalue of a stochastic matrix.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 10 , Issue 5 , December 1967 , pp. 745 - 748
Copyright
Copyright © Canadian Mathematical Society 1967

References

1. Gantmacher, F., (translated by J. Brenner), Applications of the theory of matrices, Inter science, New York - London, 1959.Google Scholar
2. Marcus, M. and Mine, H., A survey of matrix theory and matrixinequalities, Allyn and Bacon, Boston, 1964.Google Scholar