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Theorem 2.6, p. 9 — chains into every row of sum ≥ 1 of a super-stochastic F and condition (2.5) give ρ(F) < 1

Proved
SubSuperStoch.SuperSpec.theorem_2_6

by mikedeng1 · Oct 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

nonnegative-matrixp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1schur-stabilityspectral-radiussuper-stochastic-matrix

Let FFF be an n×nn\times nn×n super-stochastic matrix, and let

R1={s∣Λs[F]<1},R2={s∣Λs[F]≥1}\mathcal R_1=\{s\mid\Lambda_s[F]<1\},\qquad \mathcal R_2=\{s\mid\Lambda_s[F]\ge1\}R1​={s∣Λs​[F]<1},R2​={s∣Λs​[F]≥1}

be non-empty. Suppose that for each k∈R2k\in\mathcal R_2k∈R2​ there is a non-zero element chain

Ci→k=[F]kir, …, [F]i2i1, [F]i1i\mathcal C_{i\to k}=[F]_{ki_r},\ \dots,\ [F]_{i_2i_1},\ [F]_{i_1i}Ci→k​=[F]kir​​, …, [F]i2​i1​​, [F]i1​i​

with i∈R1i\in\mathcal R_1i∈R1​, ir≠k,…,i1≠i2, i≠i1i_r\neq k,\dots,i_1\neq i_2,\ i\neq i_1ir​=k,…,i1​=i2​, i=i1​ (all listed entries non-zero), and let ∣C∗∣|\mathcal C^*|∣C∗∣ be the largest number of elements among these chains. Put

α1=max⁡{Λs[F]∣Λs[F]<1},α2=min⁡{[F]ij>0∣i,j=1,…,n},α3=max⁡{Λs[F]∣Λs[F]≥1}.\alpha_1=\max\{\Lambda_s[F]\mid\Lambda_s[F]<1\},\quad \alpha_2=\min\{[F]_{ij}>0\mid i,j=1,\dots,n\},\quad \alpha_3=\max\{\Lambda_s[F]\mid\Lambda_s[F]\ge1\}.α1​=max{Λs​[F]∣Λs​[F]<1},α2​=min{[F]ij​>0∣i,j=1,…,n},α3​=max{Λs​[F]∣Λs​[F]≥1}.

If the inequality

α3∣C∗∣+1−(α3−α1)α2∣C∗∣∣C∗∣<1(2.5)\sqrt[|\mathcal C^*|]{\alpha_3^{|\mathcal C^*|+1}-(\alpha_3-\alpha_1)\alpha_2^{|\mathcal C^*|}}<1 \tag{2.5}∣C∗∣α3∣C∗∣+1​−(α3​−α1​)α2∣C∗∣​​<1(2.5)

holds, then

ρ(F)<1,\rho(F)<1,ρ(F)<1,

that is, every eigenvalue of FFF has modulus less than one.

A super-stochastic matrix may have rows of sum larger than one and hence spectral radius larger than one in general; the theorem gives a checkable condition — chains feeding every row of sum at least one from a row of sum less than one, plus the scalar inequality (2.5) — under which FFF is nevertheless Schur stable. The paper uses such bounds to analyse discrete-time positive and signed-network iterations whose update matrices are not sub-stochastic.

Formalization Note The chosen chains are given by a length function len\mathrm{len}len on rows: for each k∈R2k\in\mathcal R_2k∈R2​ there are i∈R1i\in\mathcal R_1i∈R1​ and a chain from iii to kkk of len(k)≥1\mathrm{len}(k)\ge1len(k)≥1 elements; ∣C∗∣=C|\mathcal C^*|=C∣C∗∣=C is the greatest value of len\mathrm{len}len on R2\mathcal R_2R2​ ("defined in Theorem 2.2" with S1,S2\mathcal S_1,\mathcal S_2S1​,S2​ read as R1,R2\mathcal R_1,\mathcal R_2R1​,R2​). The extrema α1,α2,α3,C\alpha_1,\alpha_2,\alpha_3,Cα1​,α2​,α3​,C are values with hypotheses that they are the greatest/least elements of exactly the printed sets. The root in (2.5) is the real power x1/Cx^{1/C}x1/C; the radicand is nonnegative under the hypotheses and C≥1C\ge1C≥1, so (2.5) is equivalent to α3C+1−(α3−α1)α2C<1\alpha_3^{C+1}-(\alpha_3-\alpha_1)\alpha_2^{C}<1α3C+1​−(α3​−α1​)α2C​<1. Eigenvalues are the spectrum of FFF as a complex matrix. The proof on the page ends with ρ(F)≤⋯∣C∗∣\rho(F)\le\sqrt[|\mathcal C^*|]{\cdots}ρ(F)≤∣C∗∣⋯​; the theorem itself claims only ρ(F)<1\rho(F)<1ρ(F)<1, which is what is stated here.

Preamble
import Mathlib
import Definitions.Def_SubSuperStoch_SuperSpec_Setting
Formal statement
namespace SubSuperStoch.SuperSpec

theorem theorem_2_6 {n : ℕ} (F : Matrix (Fin n) (Fin n) ℝ) (hF : IsSuperStochastic F)
    (hR₁ : ∃ s, SubSuperStoch.SubSpec.rowSum F s < 1) (hR₂ : ∃ s, 1 ≤ SubSuperStoch.SubSpec.rowSum F s)
    (len : Fin n → ℕ)
    (hchain : ∀ k, 1 ≤ SubSuperStoch.SubSpec.rowSum F k → ∃ i, SubSuperStoch.SubSpec.rowSum F i < 1 ∧
      ∃ c : ℕ → Fin n, c 0 = i ∧ c (len k) = k ∧ 1 ≤ len k ∧ SubSuperStoch.SubSpec.IsChain F c (len k))
    (α₁ : ℝ) (hα₁ : IsGreatest {x | ∃ s, SubSuperStoch.SubSpec.rowSum F s < 1 ∧ x = SubSuperStoch.SubSpec.rowSum F s} α₁)
    (α₂ : ℝ) (hα₂ : IsLeast {x | ∃ i j, 0 < F i j ∧ x = F i j} α₂)
    (α₃ : ℝ) (hα₃ : IsGreatest {x | ∃ s, 1 ≤ SubSuperStoch.SubSpec.rowSum F s ∧ x = SubSuperStoch.SubSpec.rowSum F s} α₃)
    (C : ℕ) (hC : IsGreatest {m | ∃ k, 1 ≤ SubSuperStoch.SubSpec.rowSum F k ∧ m = len k} C)
    (h25 : (α₃ ^ (C + 1) - (α₃ - α₁) * α₂ ^ C) ^ (1 / (C : ℝ)) < 1) :
    ∀ μ ∈ SubSuperStoch.SubSpec.specC F, ‖μ‖ < 1 := by sorry

end SubSuperStoch.SuperSpec
Source
Shi, Zheng, Shao, Cheng, arXiv:2004.01867v2, p. 9, Theorem 2.6 and (2.5); α₁, α₂, |C*| as in Theorem 2.2, p. 5
Human review
  • Endorsed by Shuze Chen · Oct 10, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 10, 2026

    Confirmed by the mission captain (proposal self-audit).

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