A probabilistic representation of totally positive matrices

DOI10.1016/0196-8858(86)90035-7zbMath0611.60058OpenAlexW2026945146MaRDI QIDQ1087236

Gerald S. Goodman

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90035-7

zbMATH Keywords

Feynman-Kac formulatotally positive matricesfinite-state non-stationary birth-and-death process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Random matrices (algebraic aspects) (15B52) Stochastic analysis (60H99)

Related Items (2)

Accurate Computations and Applications of Some Classes of Matrices ⋮ Total positivity of a kind of generalized toric-Bernstein basis

Cites Work

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• On totally positive matrices
• Coincidence probabilities
• Coincidence properties of birth and death processes
• A reduction theorem for totally positive matrices
• On the quantum Feynman-Kac formula
• Total positivity and the embedding problem for Markov chains
• An intrinsic time for non-stationary finite markov chains
• A characterization of minimal Markov jump processes
• Space-Time Approach to Quantum Electrodynamics

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