Strong Shift Equivalence and Positive Doubly Stochastic Matrices

Sompong Chuysurichay

Published 2014-07-09Version 1

We give sufficient conditions for a positive stochastic matrix to be similar and strong shift equivalent over $\mathbb{R}_+$ to a positive doubly stochastic matrix through matrices of the same size. We also prove that every positive stochastic matrix is strong shift equivalent over $\mathbb{R}_+$ to a positive doubly stochastic matrix. Consequently, the set of nonzero spectra of primitive stochastic matrices over $\mathbb{R}$ with positive trace and the set of nonzero spectra of positive doubly stochastic matrices over $\mathbb{R}$ are identical. We exhibit a class of $2\times 2$ matrices, pairwise strong shift equivalent over $\mathbb R_+$ through $2\times 2$ matrices, for which there is no uniform upper bound on the minimum lag of a strong shift equivalence through matrices of bounded size. In contrast, we show for any $n\times n$ primitive matrix of positive trace that the set of positive $n\times n$ matrices similar to it contains only finitely many SSE-$\mathbb R_+$ classes.