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Entropy minimization, DAD problems, and doubly stochastic kernels

Borwein, Jonathan M. and Lewis, Adrian and Nussbaum, R. (1994) Entropy minimization, DAD problems, and doubly stochastic kernels. J. Functional Analysis, 123 . pp. 264-307.

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    Abstract

    The classical DAD problem asks, for a square matrix A with nonnegative entries, when it is possible to find positive diagonal matrices D₁ and D₂ with D₁AD₂ doubly stochastic. We consider various continuous and measurable generalizations of this problem. Through a fusion of variational and fixed point techniques we obtain strong analogues of the classical results. Our extensions appear inaccessible by either technique separately.

    Item Type: Article
    Subjects: UNSPECIFIED
    Faculty: UNSPECIFIED
    Depositing User: Mrs Naghmana Tehseen
    Date Deposited: 14 Jan 2015 11:33
    Last Modified: 14 Jan 2015 11:33
    URI: https://docserver.carma.newcastle.edu.au/id/eprint/1546

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