On monotone Markov chains and properties of monotone matrix roots

DOI10.1515/SPMA-2022-0172OpenAlexW4301394230MaRDI QIDQ2105345FDOQ2105345

Marie-Anne Guerry

Publication date: 8 December 2022

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2022-0172

zbMATH Keywords

embedding problemmonotone matrixmatrix rootsmonotone Markov chain

Mathematics Subject Classification ID

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

Cites Work

• Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
• Functions of Matrices
• Nonnegative square roots of matrices
• Matrix roots of imprimitive irreducible nonnegative matrices
• A note on an inverse problem for nonnegative matrices
• On \(p\)th roots of stochastic matrices
• Computing the square roots of a class of circulant matrices
• The imbedding problem for finite Markov chains
• A solution to the reversible embedding problem for finite Markov chains
• Some Results on the Embeddable Problem for Discrete-Time Markov Models in Manpower Planning
• Embeddable Markov matrices
• A Family of Rational Iterations and Its Application to the Computation of the Matrix pth Root
• Dense Sets of Diagonalizable Matrices
• Stochastically monotone Markov Chains
• Monotone mobility matrices
• Monotone matrices and monotone Markov processes
• Income distribution dynamics: Montone Markov chains make light work
• Computation of roots of real and complex matrices
• Embeddability and rate identifiability of Kimura 2-parameter matrices
• Properties of sums of some elementary functions and their application to computational and modeling problems
• On equal-input and monotone Markov matrices
• Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues
• Necessary embedding conditions for state-wise monotone Markov chains

Cited In (1)

• Linear independence of root equations for \(M/G/1\) type Markov chains

Uses Software

• mftoolbox

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