نتایج جستجو برای: doubly stochastic matrix
تعداد نتایج: 493629 فیلتر نتایج به سال:
In the present we introduce a concept of doubly stochastic quadratic operator. We prove necessary and sufficient conditions for doubly stochasticity of operator. Besides, we prove that the set of all doubly stochastic operators forms convex polytope. Finally, we study analogue of Birkhoff’s theorem for the class of doubly stochastic operators. Mathematics Subject Classification: 15A51, 15A63, 4...
In the present note we study the existence or non-existence of doubly warped and doubly twisted product CR-submanifolds in nearly Kaehler manifolds.
We present preliminary results from Fermilab E791 on D 0 ? D 0 mixing and doubly Cabibbo-suppressed decays (DCSD) of the D 0 and D + mesons. The time dependence of the wrong-sign signal (D 0 ! K + ?) is used to establish separate limits on DCSD and mixing. From one third of our data we obtained r mix < 0:47%, r DCSD < 2:7% at the 90% conndence level.
To a unitary matrix U we associate a doubly stochastic matrix M by taking the modulus squared of each element of U. To study the connection between onset of quantum chaos on graphs and ergodicity of the underlying Markov chain, specified by M, we study the limiting distribution of the spectral gap of M when U is taken from the Circular Unitary Ensemble and the dimension N of U is taken to infin...
In this paper we propose a regularized relaxation based graph matching algorithm. The graph matching problem is formulated as a constrained convex quadratic program, by relaxing the permutation matrix to a doubly stochastic one. To gradually push the doubly stochastic matrix back to a permutation one, a simple weighted concave regular term is added to the convex objective function. The concave ...
In this article, the relationship between vertex degrees and entries of the doubly stochastic graph matrix has been investigated. In particular, we present an upper bound for the main diagonal entries of a doubly stochastic graphmatrix and investigate the relations between a kind of distance for graph vertices and the vertex degrees. These results are used to answer in negative Merris’ question...
Since Pardoux and Peng firstly studied the following nonlinear backward stochastic differential equations in 1990. The theory of BSDE has been widely studied and applied, especially in the stochastic control, stochastic differential games, financial mathematics and partial differential equations. In 1994, Pardoux and Peng came up with backward doubly stochastic differential equations to give th...
We study a hedging and pricing problem of a model where the price process of a risky asset has jumps with instantaneous feedback from the most recent asset price. We model these jumps with a doubly stochastic Poisson process with an intensity function depending on the current price. We find a closed form expression of the local risk minimization strategy using Föllmer and Schweizer decompositio...
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