Majorizations for probability distributions, column stochastic matrices and their linear preservers

Abstract

In this paper, we study majorization for probability distributions and column stochastic matrices. We show that majorizations in general can be reduced to the aforementioned sets. We characterize linear operators that preserve majorization for probability distributions, and show their equivalence to operators preserving vector majorization. Our main result provides a complete characterization of linear preservers of strong majorization for column stochastic matrices, revealing a richer structure of preservers than in the standard setting. As a prerequisite to this characterization, we solve the problem of characterizing linear preservers of majorization for zero-sum vectors, which yields a new structural insight into the classical results of Ando and of Li and Poon.