Essential cookies keep the library working. With your permission, we'd also like to use analytics to see what's useful and improve the experience. Read our Privacy Policy or Cookie Policy.
Checking your access to this record.
If A is a nonsingular matrix such that its inverse is a stochastic matrix, the classic Brouwer fixed point theorem implies that the matrix equation AXA = XAX has a nontrivial solution. An explicit expression of this nontrivial solution is found via the mean ergodic theorem, and fixed point iteration is considered to find a nontrivial solution.
Copy in another style
Ding, J., & Rhee, N. H. (2012). A Nontrivial Solution to a Stochastic Matrix Equation. East Asian Journal on Applied Mathematics, 2(4), 277–284. https://doi.org/10.4208/eajam.150512.231012a
Metadata is harvested from open-access indexes and can be incomplete. Check a citation against the published version before relying on it — see our open access & attribution policy.
Esperanza Marcos, Belén Vela
In Revista Colombiana de Computación
Palash Dutta, Gourangajit Borah
In New Mathematics and Natural Computation
Xianfang Sun, Xin Mi Yang
In Computational Visual Media
P. A. M. Dirac
In Canadian Journal of Mathematics