On infinite doubly substochastic matrices

  • Hidetoshi Komiya
Article
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Summary

An infinite matrix is said to be doubly substochastic if it has nonnegative components and each row and each column sum is at most 1. Let x and y be two real sequences which converge to 0 or which are absolutely summable. This paper introduces necessary and sufficient conditions for existence of an infinite doubly substochastic matrix A such that x=Ay concerning partial order and convex hull for sequences.

Keywords

Hull Stochastic Process Probability Theory Convex Hull Partial Order 

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Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • Hidetoshi Komiya
    • 1
  1. 1.Department of Information SciencesTokyo Institute of TechnologyTokyoJapan

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