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arXiv · 2404.11222

On the algebra of equal-input matrices in time-inhomogeneous Markov flows

Michael Baake·Jeremy Sumner
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Abstract

Markov matrices of equal-input type constitute a widely used model class. The corresponding equal-input generators span an interesting subalgebra of the real matrices with zero row sums. Here, we summarise some of their amazing properties and discuss the corresponding Markov embedding problem, both homogeneous and inhomogeneous in time. In particular, we derive exact and explicit solutions for time-inhomogeneous Markov flows with non-commuting generator families of equal-input type and beyond.

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Michael Baake, Jeremy Sumner. 2024-04-17. On the algebra of equal-input matrices in time-inhomogeneous Markov flows. https://arxiv.org/abs/2404.11222

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