The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the convex hull of the permutation matrices. In this paper, we study a generalisation of this theorem in the type II1setting. Namely, we replace a doubly stochastic matrix with a collection of measure preserving partial isomorphisms, of the unit interval, with similar properties. We show that a weaker version of this theorem still hol
AbstractWhen an n×n doubly stochastic matrix A acts on Rn on the left as a linear transformation and...
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which con...
AbstractLet Ω denote the set of all n by n doubly stochastic matrices and let m be a positive intege...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
AbstractA study is made of the extreme points of the convex set of doubly stochastic completely posi...
AbstractWhen an n×n doubly stochastic matrix A acts on Rn on the left as a linear transformation and...
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which con...
AbstractLet Ω denote the set of all n by n doubly stochastic matrices and let m be a positive intege...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
AbstractA study is made of the extreme points of the convex set of doubly stochastic completely posi...
AbstractWhen an n×n doubly stochastic matrix A acts on Rn on the left as a linear transformation and...
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which con...
AbstractLet Ω denote the set of all n by n doubly stochastic matrices and let m be a positive intege...