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arXiv · 1903.08736

Notes on Markov embedding

Michael Baake·Jeremy Sumner
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Abstract

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.

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Michael Baake, Jeremy Sumner. 2019-03-20. Notes on Markov embedding. https://arxiv.org/abs/1903.08736

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