Extreme symmetric stochastic matrices
type: Item
instance of: scholarly article
title: Extreme symmetric stochastic matrices
zbMATH Open document ID: 0564.15011
DOI: 10.1007/BF01195374
author: Ryszard Grząślewicz
published in: Archiv der Mathematik
publication date: 1985-01-01T00:00:00Z
review text: An infinite matrix \((p_{ij})\) is symmetric and stochastic (substochastic) if \(p_{ij}=p_{ji}\) and \(\sum_{j}p_{ij}=1\) \((\sum_{j}p_{ij}\leq 1)\). The characterizations of infinite symmetric stochastic and substochastic matrices are given.
Mathematics Subject Classification ID: 15B51
zbMATH DE Number: 3899079
zbMATH Keywords: extreme points
zbMATH Keywords: symmetric stochastic
zbMATH Keywords: substochastic
MaRDI profile type: Publication
cites work: Q5834711
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description: scientific article; zbMATH DE number 3899079