In this work, we deal with a Slater type inequality designed for symmetric convex function and collection of vectors transformed by doubly stochastic matrix. doing so, use an additional control function. the case when composition underlying is Schur-concave, such approach leads to refinement standard inequality. Special cases are also considered.

In this paper, we consider the relationships between the second order linear recurrences, and the generalized doubly stochastic permanents and determinants. 1. Introduction The Fibonacci sequence, fFng ; is de…ned by the recurrence relation, for n 1 Fn+1 = Fn + Fn 1 (1.1) where F0 = 0; F1 = 1: The Lucas Sequence, fLng ; is de…ned by the recurrence relation, for n 1 Ln+1 = Ln + Ln 1 (1.2) where ...

Recently, there has been a growing interest in the methods addressing volatility in computational finance and econometrics. Peiris et al. [8] have introduced doubly stochastic volatility models with GARCH innovations. Random coefficient autoregressive sequences are special case of doubly stochastic time series. In this paper, we consider some doubly stochastic stationary time series with GARCH ...

We investigate manifolds obtained as a quotient of a doubly warped product. We show that they are always covered by the product of two suitable leaves. This allows us to prove, under regularity hypothesis, that these manifolds are a doubly warped product up to a zero measure subset formed by an union of leaves. We also obtain a necessary and sufficient condition which ensures the decomposition ...

Let ; and n be point processes and let p€[O,I]. We say that ; is a p-thinning of n, if it is obtained from n by deleting the atoms independently with probability l-p. It is shown that, if PI,P2, ... €(O,I] with P +0 n and if ; n is a p -thinning of some n for each n€N, then ~n converges in distribution in the vague topology if and only if Pnnn does. Furthermore, denoting the limits by ~ and n r...

The distributed averaging problem is to devise a protocol which will enable the members of a group of n > 1 agents to asymptotically determine in a decentralized manner, the average of the initial values of their scalar agreement variables. A typical averaging protocol can be modeled by a linear iterative equation whose update matrices are doubly stochastic. Building on the ideas proposed in [1...

We describe maximal nilpotent subsemigroups of a given nilpotency class in the semigroup Ωn of all n × n real matrices with nonnegative coefficients and the semigroup Dn of all doubly stochastic real matrices.

Let A ∈ Ωn be doubly-stochastic n × n matrix. Alexander Schrijver proved in 1998 the following remarkable inequality per(Ã) ≥ ∏ 1≤i,j≤n (1−A(i, j)); Ã(i, j) =: A(i, j)(1−A(i, j)), 1 ≤ i, j ≤ n (1) We prove in this paper the following generalization (or just clever reformulation) of (1): For all pairs of n × n matrices (P,Q), where P is nonnegative and Q is doublystochastic log(per(P )) ≥ ∑ 1≤i,...