Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues

DOI10.1080/03081087.2017.1411462zbMath1427.60155OpenAlexW2774357319MaRDI QIDQ5205770

Marie-Anne Guerry

Publication date: 16 December 2019

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://biblio.vub.ac.be/vubirfiles/76284475/Guerry_LMA_2017.pdf

zbMATH Keywords

embedding problemMarkov chainstochastic matrixmatrix root

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

Related Items (6)

On equal-input and monotone Markov matrices ⋮ Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues ⋮ The embedding problem for Markov matrices ⋮ Embeddability and rate identifiability of Kimura 2-parameter matrices ⋮ On monotone Markov chains and properties of monotone matrix roots ⋮ On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains

Cites Work

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• The embedding problem for Markov chains with three states
• Necessary embedding conditions for state-wise monotone Markov chains
• Some Results on the Embeddable Problem for Discrete-Time Markov Models in Manpower Planning
• The imbedding problem for finite Markov chains

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