Total positivity and the embedding problem for Markov chains

DOI10.1017/S0305004100056152zbMath0411.60071OpenAlexW2025849127MaRDI QIDQ4197846

Halina Frydman, Burton H. Singer

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1017/s0305004100056152

zbMATH Keywords

Markov chainsbirth and death processesembedding problemtransition matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic matrices (15B51)

Related Items (10)

A probabilistic representation of totally positive matrices ⋮ A solution to the reversible embedding problem for finite Markov chains ⋮ Tests for the recognition of total positivity ⋮ Problems on semigroups and control ⋮ Aspects of non-stationarity ⋮ On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues ⋮ Accurate Computations and Applications of Some Classes of Matrices ⋮ Attainable sets and one-parameter semigroups of sets ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3879835 A structure of the Bang-Bang representation for 3�3 embeddable matrices] ⋮ Spectral methods for identifying scalar diffusions

Cites Work

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• Neue Grundlagen für einen Infinitesimalkalkül der Matrizen
• Some Results on the Imbedding Problem for Finite Markov Chains
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• 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

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