Comparison of permanental bounds of (0, 1)-matrices
✍ Scribed by Suk-Geun Hwang; Arnold R. Kräuter
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 603 KB
- Volume
- 84
- Category
- Article
- ISSN
- 0166-218X
No coin nor oath required. For personal study only.
✦ Synopsis
Let A be a nonnegative integral n-square matrix with row sums ~1, ,r,,. It is known that per,4 <II:=, r,!i'r' if A is a (0, I)-matrix (Mint, 1963; Brigman, 1973) and also that per..4 d 1 + n:=, (G -I) if A is fully indecomposable (Donald et al., 1984). These two bounds are, in general, uncomparable, cvcn in the cast that A is a fully indccomposablc (0, 1 )-matrix.
In this paper we obtain some comparison test for these bounds with the aid of a function involving the gamma function.
📜 SIMILAR VOLUMES
It is known that the so-called van der Waerden's conjecture, regarding doubly stochastic matrices, was solved in full generality in 1980 and 1981, respectively. In this paper, we deal with equations regarding stochastic matrices generated by double stochastic matrices. Let the quantities tk(A), (k =