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E-raamat: Nonnegative Matrices and Applications

(University of Illinois, Chicago), (Indian Statistical Institute, New Delhi)
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An integrated approach for new graduate students, emphasising connections with game theory, optimisation, mathematical programming and statistics.

This book provides an integrated treatment of the theory of nonnegative matrices and some related classes of positive matrices, concentrating on connections with game theory, combinatorics, inequalities, optimization and mathematical economics. The authors have chosen the wide variety of applications, which include price fixing, scheduling, and the fair division problem, both for their elegant mathematical content and for their accessibility to students with minimal preparation. They present many new results in matrix theory for the first time in book form, while they present more standard topics in a novel fashion. The treatment is rigorous and almost all results are proved completely. These new results and applications will be of great interest to researchers in linear programming, statistics, and operations research. The minimal prerequisites also make the book accessible to first year graduate students.

Arvustused

"It is a great work; great by its dimensions, written with extreme love and care, concentrating the knowledge of a generation which was supreme in the history of matrix theory. It is a very illuminating and highly readable exposition of interesting topics which are of great relevance both to theory and applications." Mathematical Reviews Clippings 98h

Muu info

An integrated approach for new graduate students, emphasising connections with game theory, optimisation, mathematical programming and statistics.
Preface xi
1 Perron-Frobenius theory and matrix games
1(58)
1.1 Irreducible nonnegative matrices
1(3)
1.2 Perron's Theorem on positive matrices
4(3)
1.3 Completely mixed games
7(8)
1.4 The Perron-Frobenius theorem
15(9)
1.5 Nonsingular M-matrices
24(6)
1.6 Polyhedral sets with least elements
30(4)
1.7 Reducible nonnegative matrices
34(6)
1.8 Primitive matrices
40(4)
1.9 Finite Markov chains
44(7)
1.10 Self maps of the Lorentz cone
51(3)
Exercises
54(5)
2 Doubly stochastic matrices
59(56)
2.1 The Birkhoff-von Neumann Theorem
59(7)
2.2 Fully indecomposable matrices
66(3)
2.3 Konig's Theorem and rank
69(3)
2.4 The optimal assignment problem
72(6)
2.5 A probabilistic algorithm
78(2)
2.6 Diagonal product
80(3)
2.7 A self map of doubly stochastic matrices
83(5)
2.8 van der Waerdem conjecture and its solution
88(6)
2.9 Cooperative games with side payments
94(4)
2.10 Lexicographic center
98(7)
2.11 Open shop scheduling
105(3)
2.12 A fair division problem
108(3)
Exercises
111(4)
3 Inequalities
115(46)
3.1 Perron root and row sums
115(3)
3.2 Applications of the Information Inequality
118(3)
3.3 Inequalities of Levinger and Kingman
121(3)
3.4 Sum-symmetric matrices
124(6)
3.5 Circuit geometric means
130(4)
3.6 The Handmard Inequality
134(7)
3.7 Inequalities of Fiedler and Oppenheim
141(4)
3.8 Schur power matrix
145(4)
3.9 Majorization inequalities for eigenvalues
149(4)
3.10 The parallel sum
153(3)
3.11 Symmetric function means
156(2)
Exercises
158(3)
4 Conditionally positive definite matrices
161(35)
4.1 Distance matrices
161(4)
4.2 Quasi-convex quadratic forms
165(8)
4.3 An interpolation problem
173(4)
4.4 A characterization theorem
177(7)
4.5 Log-concavity and discrete distributions
184(5)
4.6 The q-permanent
189(4)
Exercises
193(3)
5 Topics in combinatorial theory
196(43)
5.1 Matroids
196(4)
5.2 Mixed disciminants
200(3)
5.3 The Alexandoff Inequality
203(6)
5.4 Coxeter graphs
209(10)
5.5 Matrices over the max algebra
219(6)
5.6 Boolean matrices
225(10)
Exercises
235(4)
6 Scaling problems and their applications
239(36)
6.1 Practical exaples of scaling problems
243(4)
6.2 Kronecker Index Theorem and scaling
247(4)
6.3 Hilbert's projective metric
251(10)
6.4 Algorithms for scaling
261(2)
6.5 Maximum likelihood estimation
263(9)
6.6 Exercises
272(3)
7 Special matrices in economic models
275(40)
7.1 Pure exchange economy
276(3)
7.2 Linear slave economies
279(2)
7.3 Substitution Theorem
281(1)
7.4 Sraffa system
282(3)
7.5 Dual Sraffa system on quantities
285(2)
7.6 A linear model of an expanding economy
287(3)
7.7 Factor price equalization
290(3)
7.8 P-matrices
293(5)
7.9 N-matrices
298(4)
7.10 Global univalence
302(3)
7.11 Stability and market prices
305(5)
7.12 Historical notes
310(2)
Exercises
312(3)
References 315(14)
Index 329(4)
Author Index 333