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Diagonal Representation of the Doubly Stochastic Limit

The main result of this thesis is the following theorem. If A is a non-negative symmetric matrix, then there exists a diagonal matrix D such that D A D is doubly stochastic, if and only if A has total support. The relevant theory is discussed and some other results of similar nature are also obtained, including a sufficient and necessary condition for the uniqueness of D above. / Thesis / Master of Science (MSc)

Identiferoai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/17560
Date04 1900
CreatorsDatta, Biswanath
ContributorsCsima, J., Mathematics
Source SetsMcMaster University
LanguageEnglish
Detected LanguageEnglish

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