Stochastic Matrices Realising the Boundary of the Karpelevi\v c Region

Stephen Kirkland; Helena Šmigoc

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arXiv · 2110.01040

Stochastic Matrices Realising the Boundary of the Karpelevi\v c Region

Stephen Kirkland·Helena Šmigoc

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Abstract

A celebrated result of Karpelevi\v c describes $\Theta_n,$ the collection of all eigenvalues arising from the stochastic matrices of order $n.$ The boundary of $\Theta_n$ consists of roots of certain one-parameter families of polynomials, and those polynomials are naturally associated with the so--called reduced Ito polynomials of Types 0, I, II and III. In this paper we explicitly characterise all $n \times n$ stochastic matrices whose characteristic polynomials are of Type 0 or Type I, and all sparsest stochastic matrices of order $n$ whose characteristic polynomials are of Type II or Type III. The results provide insights into the structure of stochastic matrices having extreme eigenvalues.

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BibTeX RIS

Stephen Kirkland, Helena Šmigoc. 2021-10-03. Stochastic Matrices Realising the Boundary of the Karpelevi\v c Region. https://arxiv.org/abs/2110.01040

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