A family of doubly stochastic matrices involving chebyshev polynomials

dc.contributor.author	Ahmed, T.
dc.contributor.author	Caballero, J.M.R.
dc.date.accessioned	2019-12-04T08:04:33Z
dc.date.available	2019-12-04T08:04:33Z
dc.date.issued	2019
dc.identifier.uri	http://hdl.handle.net/123456789/4389
dc.description	Ahmed T. A family of doubly stochastic matrices involving Chebyshev polynomials / J.M.R.Caballero // Algebra and Discrete Mathematics. - 2019. - Vol. 27. - Number 2. - Рp.155-164	uk_UA
dc.description.abstract	A doubly stochastic matrix is a square matrix A = (aij ) of non-negative real numbers such that P i aij = P j aij = 1. The Chebyshev polynomial of the first kind is defined by the recur- rence relation T0(x) = 1, T1(x) = x, and Tn+1(x) = 2xTn(x) − Tn−1(x). In this paper, we show a 2 k × 2 k (for each integer k > 1) doubly stochastic matrix whose characteristic polynomial is x 2 − 1 times a product of irreducible Chebyshev polynomials of the first kind (upto rescaling by rational numbers).	uk_UA
dc.language.iso	en_US	uk_UA
dc.subject	doubly stochastic matrices	uk_UA
dc.subject	Chebyshev polynomials.	uk_UA
dc.title	A family of doubly stochastic matrices involving chebyshev polynomials	uk_UA
dc.type	Article	uk_UA