Concerning the Minimum Function of a Stochastic Matrix
Canadian mathematical bulletin, Tome 10 (1967) no. 5, pp. 745-748
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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.
Sinkhorn, Richard. Concerning the Minimum Function of a Stochastic Matrix. Canadian mathematical bulletin, Tome 10 (1967) no. 5, pp. 745-748. doi: 10.4153/CMB-1967-079-5
@article{10_4153_CMB_1967_079_5,
author = {Sinkhorn, Richard},
title = {Concerning the {Minimum} {Function} of a {Stochastic} {Matrix}},
journal = {Canadian mathematical bulletin},
pages = {745--748},
year = {1967},
volume = {10},
number = {5},
doi = {10.4153/CMB-1967-079-5},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1967-079-5/}
}
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