doubly stochastic matrix
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doubly stochastic matrix
[¦dəb·lē stō¦kas·tik ′mā·triks] (mathematics)
A matrix of nonnegative real numbers such that every row sum and every column sum are equal to 1.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive
(II) We consider (1) with a well-known
doubly stochastic matrix which has applications in communication theory and graph theory [15].
A
doubly stochastic matrix is a nonnegative square matrix that has the sum of the entries in any row or column equal to 1.
Additionally, transition probability matrix P=[[p.sub.j]] has the property of a
doubly stochastic matrix since:
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