Extreme symmetric stochastic matrices
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.
scientific article; zbMATH DE number 3899079
scientific article