On infinite doubly substochastic matrices

Hidetoshi Komiya

doi:10.1007/BF00537229

On infinite doubly substochastic matrices

Hidetoshi Komiya

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	119-128
Number of pages	10
Journal	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume	61
Issue number	1
DOIs	https://doi.org/10.1007/BF00537229
Publication status	Published - 1982 Mar 1
Externally published	Yes

ASJC Scopus subject areas

Analysis
Statistics and Probability
Mathematics(all)

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author = "Hidetoshi Komiya",

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On infinite doubly substochastic matrices

Abstract

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