Demystifying the Karpelevič theorem

Abstract

The statement of the Karpelevič theorem concerning the location of the eigenvalues of stochastic matrices in the complex plane (known as the Karpelevič region) is long and complicated and his proof methods are, at best, nebulous. Fortunately, an elegant simplification of the statement was provided by Ito—in particular, Ito's theorem asserts that the boundary of the Karpelevič region consists of arcs whose points satisfy a polynomial equation that depends on the endpoints of the arc. Unfortunately, Ito did not prove his version and only showed that it is equivalent.

More recently, Johnson and Paparella showed that points satisfying Ito's equation belong to the Karpelevič region. Although not the intent of their work, this initiated the process of proving Ito's theorem and hence providing another proof of the Karpelevič theorem.

The purpose of this work is to continue this effort by showing that an arc appears in the prescribed sector. To this end, it is shown that there is a continuous function $\lambda :[0,1]⟶C$ such that $P^I\left(\lambda \right(\alpha \left)\right)=0$, $\forall \alpha \in [0,1]$, where $P^I$ is a Type I reduced Ito polynomial. It is also shown that these arcs are simple. Finally, an elementary argument is given to show that points on the boundary of the Karpelevič region are extremal whenever $n>3$.