A Nontrivial Solution to a Stochastic Matrix Equation

East Asian Journal on Applied Mathematics
Vol. 2 No. 4 (2012), pp. 277-284
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Author(s)
,
1 Univ So Mississippi, Dept Math, Hattiesburg, MS 39406 USA
2 Univ Missouri, Dept Math & Stat, Kansas City, MO 64110 USA
Received
May 15, 2012
Abstract

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.

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