Embeddable Markov matrices

DOI10.1214/EJP.V15-733zbMath1226.60102arXiv1001.1693MaRDI QIDQ638330

E. Brian Davies

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.1693

zbMATH Keywords

eigenvaluesembeddabilityMarkov matrixMarkov generator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)

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