Inverse M-Matrices and Ultrametric Matrices

The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains. The main focus of this monograph is the so-called inverse M-matrix problem, which asks for a characterization of nonnegative matrices whose inverses are M-matrices. We present an answer in terms of discrete potential theory based on the Choquet-Deny Theorem. A distinguished subclass of inverse M-matrices is ultrametric matrices, which are important in applications such as taxonomy. Ultrametricity is revealed to be a relevant concept in linear algebra and discrete potential theory because of its relation with trees in graph theory and mean expected value matrices in probability theory. Remarkable properties of Hadamard functions and products for the class of inverse M-matrices are developed and probabilistic insights are provided throughout the monograph.

List of contents

Inverse M - matrices and potentials.- Ultrametric Matrices.- Graph of Ultrametric Type Matrices.- Filtered Matrices.- Hadamard Functions of Inverse M - matrices.- Notes and Comments Beyond Matrices.- Basic Matrix Block Formulae.- Symbolic Inversion of a Diagonally Dominant M - matrices.- Bibliography.- Index of Notations.- Index.

Product details

• Authors: Claud Dellacherie, Claude Dellacherie, Serve Martinez, Servet Martinez, J San Martin, Jaime San Martin
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 21.07.2014
• EAN: 9783319102979
• ISBN: 978-3-31-910297-9
• No. of pages: 236
• Dimensions: 154 mm x 235 mm x 240 mm
• Weight: 382 g
• Illustrations: X, 236 p. 14 illus.
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; Spieltheorie, B, Game Theory, Economics, Social and Behav. Sciences, Mathematics and Statistics, game theory, Probability Theory and Stochastic Processes, Probability & statistics, Probabilities, Stochastics, Probability Theory, Potential Theory, Potential theory (Mathematics)