paper

Diagonal Sums of Doubly Stochastic Matrices

arXiv:2101.04143

Abstract

Let denote the class of doubly stochastic matrices (each such matrix is entrywise nonnegative and every row and column sum is 1). We study the diagonals of matrices in . The main question is: which are such that the diagonals in that avoid the zeros of all have the same sum of their entries. We give a characterization of such matrices, and establish several classes of patterns of such matrices.