Infinite Doubly Stochastic Matrices
Canadian mathematical bulletin, Tome 5 (1962) no. 1, pp. 1-4
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This note proves two propositions on infinite doubly stochastic matrices, both of which already appear in the literature: one with an unnecessarily sophisticated proof (Kendall [2]) and the other with the incorrect assertion that the proof is trivial (Isbell [l]). Both are purely algebraic; so we are, if you like, in the linear space of all real doubly infinite matrices A = (aij).Proposition 1. Every extreme point of the convex set of ail doubly stochastic matrices is a permutation matrix.Kendall's proof of this depends on an ingenious choice of a topology and the Krein-Milman theorem for general locally convex spaces [2]. The following proof depends on practically nothing: for example, not on the axiom of choice.
Isbell, J.R. Infinite Doubly Stochastic Matrices. Canadian mathematical bulletin, Tome 5 (1962) no. 1, pp. 1-4. doi: 10.4153/CMB-1962-001-4
@article{10_4153_CMB_1962_001_4,
author = {Isbell, J.R.},
title = {Infinite {Doubly} {Stochastic} {Matrices}},
journal = {Canadian mathematical bulletin},
pages = {1--4},
year = {1962},
volume = {5},
number = {1},
doi = {10.4153/CMB-1962-001-4},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1962-001-4/}
}
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