BANG-BANG REPRESENTATION FOR 3 X 3 EMBEDDABLE STOCHASTIC MATRICES

被引:14
作者
JOHANSEN, S [1 ]
RAMSEY, FL [1 ]
机构
[1] OREGON STATE UNIV,DEPT STAT,CORVALLIS,OR 97331
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 47卷 / 01期
关键词
D O I
10.1007/BF00533254
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is proved that a 3×3 embeddable stochastic matrix has a representation as a product of a finite number of elementary stochastic matrices, with only one off-diagonal element positive. In particular if the determinant is ≧1/2 then only 6 matrices are needed and a necessary and sufficient condition for embeddability in this case is given. © 1979 Springer-Verlag.
引用
收藏
页码:107 / 118
页数:12
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