A solution to the reversible embedding problem for finite Markov chains

DOI10.1016/j.spl.2016.04.020zbMath1342.60124arXiv1605.03502OpenAlexW2963903416MaRDI QIDQ297164

Chen Jia

Publication date: 24 June 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03502

zbMATH Keywords

finite Markov chainsstochastic matrixdetailed balancegenerator estimationreversible embedding problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (11)

An open set of 4×4 embeddable matrices whose principal logarithm is not a Markov generator ⋮ The stochastic thermodynamics of computation ⋮ The embedding problem for Markov matrices ⋮ Embeddability of centrosymmetric matrices capturing the double-helix structure in natural and synthetic DNA ⋮ The model-specific Markov embedding problem for symmetric group-based models ⋮ Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks ⋮ Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues ⋮ Embeddability and rate identifiability of Kimura 2-parameter matrices ⋮ Notes on Markov embedding ⋮ Diffusion and consensus on weakly connected directed graphs ⋮ On monotone Markov chains and properties of monotone matrix roots

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