The embedding problem for Markov chains with three states

DOI10.1017/S0305004100056735zbMath0439.60076MaRDI QIDQ3881680

Halina Frydman

Publication date: 1980

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

embedding problembang-bang representationembeddable matrices

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Stochastic matrices (15B51)

Related Items

A solution to the reversible embedding problem for finite Markov chains, On the imbedding problem for stochastic and doubly stochastic matrices, Aspects of non-stationarity, On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues, [https://portal.mardi4nfdi.de/wiki/Publication:3879835 A structure of the Bang-Bang representation for 3�3 embeddable matrices], Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues, On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices, A structure of doubly stochastic Markov chains

Cites Work

• The combinatorial structure of non-homogeneous Markov chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• The Bang-Bang problem for stochastic matrices