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In this question, a stochastic square matrix is a real square matrix where all the rows sum up to $1$ and all the entries are between $0$ and $1$. Permutation matrices are examples of stochastic square matrices, for which the permanent

$$ \operatorname{permanent}(A) = \sum _{\pi \in S_n} a_{1, \pi(1)} a_{2, \pi(2)} \cdots a_{n, \pi(n)} = 1 $$

Are all the stochastic matrices with permanent equal to $1$ permutation matrices?

Urh
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  • Every stochastic matrix $A$ defines a stochastric function $f$, where $P(f(i)=j) =p_{i,j}$. and $P(f = (x \mapsto g(x)) ) = \prod_k p_{k, g(k)}$. I can compute $P(f \in S_n) = \text{Permanent}(A)=1$ and compute $P(f \text{ is surjective}) =1$ (since being in $S_n$ implies surjecty. But $P(f \text{ is surjective}$ is equal to the product of the sums of rows. That means, rows must also add to 1, so the matrix is double stochastic. Is this right and does it help? – Urh May 08 '25 at 09:22

3 Answers3

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Here's a probabilistic proof.

Suppose we have $n$ independent RVs $X_1,\dots,X_n$ each distributed on $\{1,\dots,n\}$ according to the respective row probability vector $a_{1,\cdot}, \dots, a_{n,\cdot}$. Then

$$\mbox{Perm}(A) = P(X_1,\dots, X_n \mbox{ are distinct}).$$

By assumption both sides are equal to $1$.

As a result if $P(X_i= j)=a_{i,j}>0$, then $P(X_{i'}=j)=a_{i',j}=0$ for all $i'\ne i$, and therefore each column has at most one non-zero element. As every row has at least one non-zero element, the result follows.

Fnacool
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  • Isn’t this the same proof as Urh’s? Framing it in terms of probability theory is nice, though. – user1551 May 08 '25 at 17:37
  • Nope. The key argument there is based on an inequality using all functions, not just permutations. We are interpreting the permanent as a probabilistic object without having to use this inequality at all. – Fnacool May 08 '25 at 18:36
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Yes, they are. Let $A$ be stochastic square matrix as below and $\operatorname{perm}(A) = 1$. Observe that

$$1 = \operatorname{perm}(A) = \sum _{f \in S_n} \prod_{i=1}^n a_{i, f(i)} \leq \sum_{f \colon [n] \to [n]} \prod_{i=1}^n a_{i, f(i)} = \sum _{f_1, \ldots, f_n = 1}^n \prod_{i=1}^n a_{i, f_i} = \prod_{i=1}^n \left(\sum _{j=1}^n a_{k,j}\right) \leq 1 $$

where we fist just added more (positive) elements to the sum, and use the fact that $\sum\limits_{j=1}^n a_{k,j} \leq 1$.

Subtract $1$ of both sides of inequality, and get

$$0 \leq \sum _{f \colon [n] \to [n]\\f \notin S_n} \prod_{i=1}^n a_{i, f(i)} \leq 0$$

For every pair $i \neq j$, and any column index $k$. we can prove that (at least) one of $a_{i,k}$ and $a_{j, k}$ must be zero:

It follows from the inequality above that $0 = \prod_{i=1}^n a_{i, f(i)} $ for any $f$, which is not bijective.

Take such $f$, that $f(i)=f(j)=k$ and $a_{s, f(s)} \neq 0$ for $s \notin \{i, j\}$ (such function exists, because at least one element in each row must be nonzero). That means that one of $a_{i,k}$ or $a_{j,k}$ must be zero. From that it is clear to see that in each column, no more than one element must be nonzero.

Urh
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4

We may prove by mathematical induction that the permanent of every substochastic matrix $A$ is at most $1$, and equal to $1$ if and only if $A$ is a permutation matrix.

The base case for $1\times1$ substochastic matrices is trivial. In the inductive step, suppose $A$ is at least $2\times2$. Denote by $M_{ij}$ the submatrix obtained by deleting the $i$-th row and the $j$-th column of $A$. Then each $M_{ij}$ is substochastic and $$ \operatorname{per}(A)=\sum_ja_{ij}\operatorname{per}(M_{ij})\le\sum_ja_{ij}\le1. $$ When $\operatorname{per}(A)=1$, we must have $\sum_ja_{ij}=1$, and $\operatorname{per}(M_{ij})=1$ whenever $a_{ij}>0$. In particular, $A$ is row-stochastic. Now, if $A$ has two positive elements on the $i$-th row, then $\operatorname{per}(M_{ij})=1$ for some two different $j$s, say $j_1$ and $j_2$. Therefore, by induction assumption, both $M_{ij_1}$ and $M_{ij_2}$ are permutation matrices. It follows that $A_{kj_1}=A_{kj_2}=1$ for some $k$, but this is impossible because $A$ is row-stochastic. Hence $A$ has exactly one positive element on each row. As $M_{ij}$ is a permutation matrix whenever $a_{ij}>0$, $A$ is a permutation matrix. Conversely, if $A$ is a permutation matrix, obviously its permanent is $1$.

user1551
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