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bistochastic_group [2020/02/14 07:10]
amang [Basic properties]
bistochastic_group [2021/11/23 11:56] (current)
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 ====== Bistochastic group ====== ====== Bistochastic group ======
  
-A **bistochastic group** is any member of a sequence $(B_N)_{N\in \N}$ of [[classical matrix groups]].+A **bistochastic group** is any member of a sequence $(B_N)_{N\in \N}$ of [[classical ​orthogonal ​matrix groups]].
  
 ===== Definition ===== ===== Definition =====
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 For every $N\in \N$ the **bistochastic group** for dimension $N$ is the subgroup of the [[wp>​general linear group]] $\mathrm{GL}(N,​\C)$ given by all bistochastic [[orthogonal group|orthogonal]] $N\times N$-matrices,​ i.e., the set For every $N\in \N$ the **bistochastic group** for dimension $N$ is the subgroup of the [[wp>​general linear group]] $\mathrm{GL}(N,​\C)$ given by all bistochastic [[orthogonal group|orthogonal]] $N\times N$-matrices,​ i.e., the set
 $$B_N\colon\hspace{-0.6em}=\{ u\in \C^{N\times N}\,\vert\, u=\overline{u},​\,​ uu^t=u^tu=I,​ \, \forall_{i,​j=1}^N:​ {\textstyle\sum_{\ell=1}^N} u_{i,​\ell}={\textstyle\sum_{k=1}^N} u_{k,​j}=1\},​$$ $$B_N\colon\hspace{-0.6em}=\{ u\in \C^{N\times N}\,\vert\, u=\overline{u},​\,​ uu^t=u^tu=I,​ \, \forall_{i,​j=1}^N:​ {\textstyle\sum_{\ell=1}^N} u_{i,​\ell}={\textstyle\sum_{k=1}^N} u_{k,​j}=1\},​$$
-where, if $u=(u_{i,​j})_{i,​j=1}^N$,​ then $\overline u=(u^\ast_{i,​j})_{i,​j=1}^N$ is the complex conjugate of $u$ and $u^t=(u_{j,​i})_{i,​j=1}^N$ the transpose and where $I_N$ is the identity $N\!\times \!N$-matrix.+where, if $u=(u_{i,​j})_{i,​j=1}^N$,​ then $\overline u=(\overline{u}_{i,​j})_{i,​j=1}^N$ is the complex conjugate of $u$ and $u^t=(u_{j,​i})_{i,​j=1}^N$ the transpose and where $I_N$ is the identity $N\!\times \!N$-matrix.
  
 Note that the elements of $B_N$ are __not__ required to have non-negative entries. Stochastic matrices with non-negative entries are known as **probability matrices**, **transition matrices**, **substitution matrices** or **Markov matrices**. The set of such $N\times N$-matrices forms a compact Hausdorff semigroup with respect to the topology inherited from $\C^{N\times N}$ -- but not a group. In fact, a bistochastic matrix with non-negative entries has a bistochastic inverse with non-negative entries if and only if it is a permutation matrix [(:​ref:​MonPle73)]. Note that the elements of $B_N$ are __not__ required to have non-negative entries. Stochastic matrices with non-negative entries are known as **probability matrices**, **transition matrices**, **substitution matrices** or **Markov matrices**. The set of such $N\times N$-matrices forms a compact Hausdorff semigroup with respect to the topology inherited from $\C^{N\times N}$ -- but not a group. In fact, a bistochastic matrix with non-negative entries has a bistochastic inverse with non-negative entries if and only if it is a permutation matrix [(:​ref:​MonPle73)].
bistochastic_group.1581664200.txt.gz ยท Last modified: 2021/11/23 11:56 (external edit)