Stochastic matrices and majorization in max algebra

Abstract

In this paper, we introduce and characterize max-doubly stochastic matrices within the framework of max algebra, where the operations are defined as x y = (x, y) and x y = xy. We explore the fundamental properties of max-doubly stochastic matrices and their role in vector majorization. Specifically, we establish that for vectors x and y in max algebra, x is majorized by y if there exists a max-doubly stochastic matrix D such that x = D y. This provides a new approach to majorization theory within tropical mathematics and enhances the understanding of vector relations in max algebra.

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