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The Maximum Diagonal Product of a Stochastic Matrix of Bounded Rank

Yair Lavi

math.COarXiv:2611.01763

Abstract

Let A=(aij) be a nonnegative row-stochastic or column-stochastic n× n matrix of rank at most k, where 1 k n. Write n=qk+s, where 0 s<k. The author conjectured in 2018 that, for every permutation σ of \1,…,n\, Πi=1n ai,σ(i) q-q(k-s)(q+1)-(q+1)s. We prove this bound and classify all equality cases.

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