Quasi doubly stochastic operator on l1 and Nielsen’s theorem

2019 ◽  
Vol 60 (10) ◽  
pp. 103508
Author(s):  
Seyed Mahmoud Manjegani ◽  
Shirin Moein
Keyword(s):  
Doubly Stochastic ◽  
Stochastic Operator ◽  
Doubly Stochastic Operator

scholarly journals A note on the entropy of a doubly stochastic operator

2000 ◽  
Vol 84 (1) ◽  
pp. 245-254 ◽  
Author(s):  
Brunon Kamiński ◽  
José de Sam Lazaro
Keyword(s):  
Doubly Stochastic ◽  
Stochastic Operator ◽  
Doubly Stochastic Operator

scholarly journals A note on majorization properties of the Lieb function

2020 ◽  
Vol 36 (36) ◽  
pp. 134-142
Author(s):  
Marek Niezgoda
Keyword(s):  
Hermitian Matrix ◽  
Positive Definite Matrix ◽  
Positive Definite ◽  
Doubly Stochastic ◽  
Stochastic Operator ◽  
Commuting Matrices ◽  
Doubly Stochastic Operator ◽  
Block Diagonal

In this note, the Lieb function $(A,B) \to \Phi (A,B) = \tr \exp ( A + \log B )$ for an Hermitian matrix $A$ and a positive definite matrix $B$ is studied. It is shown that $\Phi$ satisfies a majorization property of Sherman type induced by a doubly stochastic operator. The variant for commuting matrices is also considered. An interpretation is given for the case of the orthoprojection operator onto the space of block diagonal matrices.

Entropy of a Convolution Operator

2004 ◽  
Vol 11 (01) ◽  
pp. 79-85 ◽  
Author(s):  
Aleksander Urbański
Keyword(s):  
Abelian Group ◽  
Probability Measure ◽  
Haar Measure ◽  
Compact Abelian Group ◽  
Convolution Operator ◽  
Absolutely Continuous ◽  
Doubly Stochastic ◽  
Doubly Stochastic Operator ◽  
Zero Entropy

The concept of the entropy of a doubly stochastic operator was introduced in 1999 by Ghys, Langevin, and Walczak. The idea was developed further by Kamiński and de Sam Lazaro, who also conjectured that the entropy of a convolution operator determined by a probability measure on a compact abelian group is equal to zero. We prove that this is true when the group is connected and the convolution operator is determined by a measure absolutely continuous with respect to the normalized Haar measure. Our result provides also a characterization of the set of doubly stochastic operators with non-zero entropy.

scholarly journals A short note on extreme points of certain polytopes

2020 ◽  
Vol 8 (1) ◽  
pp. 36-39
Author(s):  
Lei Cao ◽  
Ariana Hall ◽  
Selcuk Koyuncu
Keyword(s):  
Short Proof ◽  
Convex Polytopes ◽  
Short Note ◽  
Convex Polytope ◽  
Extreme Points ◽  
Alternative Proof ◽  
Stochastic Matrices ◽  
Doubly Stochastic ◽  
Birkhoff's Theorem ◽  
Birkhoff’S Theorem

AbstractWe give a short proof of Mirsky’s result regarding the extreme points of the convex polytope of doubly substochastic matrices via Birkhoff’s Theorem and the doubly stochastic completion of doubly sub-stochastic matrices. In addition, we give an alternative proof of the extreme points of the convex polytopes of symmetric doubly substochastic matrices via its corresponding loopy graphs.

scholarly journals A Type of Time-Symmetric Stochastic System and Related Games

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 118
Author(s):  
Qingfeng Zhu ◽  
Yufeng Shi ◽  
Jiaqiang Wen ◽  
Hui Zhang
Keyword(s):  
Nash Equilibrium ◽  
Time Delay ◽  
Differential Equations ◽  
Equilibrium Point ◽  
Stochastic Differential Equations ◽  
Stochastic System ◽  
Stochastic Systems ◽  
Necessary Condition ◽  
Nash Equilibrium Point ◽  
Doubly Stochastic

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated backward doubly SDEs. Under some monotonicity assumptions, the existence and uniqueness of measurable solutions to FBDSDEs are obtained. The future development of many processes depends on both their current state and historical state, and these processes can usually be represented by stochastic differential systems with time delay. Therefore, a class of nonzero sum differential game for doubly stochastic systems with time delay is studied in this paper. A necessary condition for the open-loop Nash equilibrium point of the Pontriagin-type maximum principle are established, and a sufficient condition for the Nash equilibrium point is obtained. Furthermore, the above results are applied to the study of nonzero sum differential games for linear quadratic backward doubly stochastic systems with delay. Based on the solution of FBDSDEs, an explicit expression of Nash equilibrium points for such game problems is established.

scholarly journals Cox Processes Associated with Spatial Copula Observed through Stratified Sampling

Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 524
Author(s):  
Walguen Oscar ◽  
Jean Vaillant
Keyword(s):  
Environmental Effects ◽  
Gaussian Copula ◽  
Spatial Dependency ◽  
Spatial Effects ◽  
Doubly Stochastic ◽  
Cox Processes ◽  
Black Leaf Streak ◽  
Spatial Random Field ◽  
Black Leaf Streak Disease ◽  
Spatial Count Data

Cox processes, also called doubly stochastic Poisson processes, are used for describing phenomena for which overdispersion exists, as well as Poisson properties conditional on environmental effects. In this paper, we consider situations where spatial count data are not available for the whole study area but only for sampling units within identified strata. Moreover, we introduce a model of spatial dependency for environmental effects based on a Gaussian copula and gamma-distributed margins. The strength of dependency between spatial effects is related with the distance between stratum centers. Sampling properties are presented taking into account the spatial random field of covariates. Likelihood and Bayesian inference approaches are proposed to estimate the effect parameters and the covariate link function parameters. These techniques are illustrated using Black Leaf Streak Disease (BLSD) data collected in Martinique island.

scholarly journals Positional Voting and Doubly Stochastic Matrices

2021 ◽  
Vol 128 (4) ◽  
pp. 337-351
Author(s):  
Jacqueline Anderson ◽  
Brian Camara ◽  
John Pike
Keyword(s):  
Stochastic Matrices ◽  
Doubly Stochastic ◽  
Doubly Stochastic Matrices ◽  
Positional Voting

On Updating Algorithms and Inference for Stochastic Point Processes

1975 ◽  
Vol 12 (S1) ◽  
pp. 239-259 ◽  
Author(s):  
D. Vere-Jones
Keyword(s):  
Stochastic Process ◽  
Maximum Likelihood ◽  
Stochastic Approximation ◽  
Approximation Theory ◽  
Point Processes ◽  
Maximum Likelihood Estimates ◽  
Doubly Stochastic ◽  
Stochastic Point Processes ◽  
Asymptotically Efficient ◽  
Estimation And Filtering

This paper is an attempt to interpret and extend, in a more statistical setting, techniques developed by D. L. Snyder and others for estimation and filtering for doubly stochastic point processes. The approach is similar to the Kalman-Bucy approach in that the updating algorithms can be derived from a Bayesian argument, and lead ultimately to equations which are similar to those occurring in stochastic approximation theory. In this paper the estimates are derived from a general updating formula valid for any point process. It is shown that almost identical formulae arise from updating the maximum likelihood estimates, and on this basis it is suggested that in practical situations the sequence of estimates will be consistent and asymptotically efficient. Specific algorithms are derived for estimating the parameters in a doubly stochastic process in which the rate alternates between two levels.

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