On equal-input and monotone Markov matrices

DOI10.1017/APR.2021.39zbMATH Open1492.60215arXiv2007.11433OpenAlexW3045322534WikidataQ114119644 ScholiaQ114119644MaRDI QIDQ5084792FDOQ5084792

Jeremy G. Sumner, Michael Baake

Publication date: 28 June 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding problem are obtained in the process. To achieve our results, we need to employ various algebraic and geometric tools, including commutativity, permutation invariance and convexity. Of particular relevance in several demarcation results are Markov matrices that are idempotents.

Full work available at URL: https://arxiv.org/abs/2007.11433

zbMATH Keywords

convexityMarkov matrixembedding problemmonotone partial order

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited In (3)

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Uses Software

• mctoolbox
• OEIS
• mftoolbox

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