Part of the Springer Series in Statistics book series (SSS)
Doubly Stochastic Matrices
An important tool in the study of majorization is a theorem due to Hardy, Littlewood, and Pólya (1929) which states that for x, yЄRn,x < y if and only if x = yP for some doubly stochastic matrix P.
KeywordsConvex Hull Extreme Point Permutation Matrix Convex Polytope Stochastic Matrix
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