Notes on Markov embedding

Baake, Michael
Sumner, Jeremy

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Publication date

January 2020

DOI

10.1016/j.laa.2020.02.016

Publisher

Elsevier BV

Abstract

Baake M, Sumner J. Notes on Markov embedding. LINEAR ALGEBRA AND ITS APPLICATIONS. 2020;594:262-299.The representation problem of finite-dimensional Markov matrices in Markov semigroups is revisited, with emphasis on concrete criteria for matrix subclasses of theoretical or practical relevance, such as equal-input, circulant, symmetric or doubly stochastic matrices. Here, we pay special attention to various algebraic properties of the embedding problem, and discuss the connection with the centraliser of a Markov matrix. (C) 2020 Elsevier Inc. All rights reserved

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Notes on Markov embedding

Abstract

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Notes on Markov embedding

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