Necessary embedding conditions for state-wise monotone Markov chains

DOI10.1080/03081087.2016.1245707zbMath1371.60127OpenAlexW2541065953MaRDI QIDQ5351705

Marie-Anne Guerry

Publication date: 30 August 2017

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

Full work available at URL: https://doi.org/10.1080/03081087.2016.1245707

zbMATH Keywords

embedding problemMarkov chainmatrix root

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (4)

On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains ⋮ Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues ⋮ 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

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