Jump to content

Talk:Doubly stochastic matrix

Page contents not supported in other languages.
From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Mark viking (talk | contribs) at 03:42, 7 October 2014 (Assessment: +Mathematics: class=Start, priority=Low, field=discrete (assisted)). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
WikiProject iconMathematics Start‑class Low‑priority
WikiProject iconThis article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.
StartThis article has been rated as Start-class on Wikipedia's content assessment scale.
LowThis article has been rated as Low-priority on the project's priority scale.

In Hungary, the proof of the van der Waerden inequality given by Gyires is generally considered false. I could not, however, find any source for this on the internet.


The Math Review linked from the page states, "Coordinated with these inequalities are conjectured inequalities for the doubly stochastic matrices in H. These conjectures include the Well-known Van der Waerden conjecture...the author verifies the conjectures for small values", which makes it seem like he never claimed a proof in the first place! The paper does not seem to be easily available though, so I'm not sure about this. Kevinatilusa (talk) 19:42, 16 October 2012 (UTC)[reply]

Non-square doubly stochastic matrices

There is a natural generalization of the concept of doubly stochastic matrix to non-square matrices: see, for example, http://www.jstor.org/stable/4355884

Defined in this manner, doubly stochastic matrix looks very similar to some kind of a discretized version of a bivariate copula density.