Strong anti-diagonal eigenvalue property conjecture for stochastic matrices
Strong anti-diagonal eigenvalue property conjecture for stochastic matrices
Let be a stochastic matrix with distinct eigenvalues. Say that has the strong anti-diagonal eigenvalue property when it satisfies the stronger anti-diagonal eigenvalue condition defined in the paper, and let denote the parameterized family of lower-triangular matrices introduced there. Strong anti-diagonal eigenvalue property conjecture. has the strong anti-diagonal eigenvalue property if and only if it is of the form . The conjecture would classify stochastic matrices with distinct eigenvalues satisfying this strengthened spectral property; the paper states that it can be proved for , while the general case is left open.
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Primary source
John R. Britnell and Mark Wildon, “Involutive random walks on total orders and the anti-diagonal eigenvalue property”, arXiv:2102.08469 (2021).
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