Characterization of weakly monotone stochastic matrices
A nonnegative \(n\times n\) matrix \(T\) is called weakly monotone if \(Tx\) nonnegative implies the existence of a nonnegative \(x_ 0\) such that \(Tx=Tx_ 0\). A proof of a characterization of weakly monotone stochastic matrices \(T\) is given in terms of zero locations in the rows of \(T\).
scientific article; zbMATH DE number 57563