EMBEDDED MATRICES FOR FINITE MARKOV CHAINS

DOI10.1111/J.1467-9574.1984.TB01117.XMaRDI QIDQ3344931zbMATH OpenOpenAlexFDO

Authors D. A. Overdijk

Publication date 1984

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1984.tb01117.x

zbMATH Keywords

embedded matrixMarkov chains on a finite state space

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Embeddable Markov matrices
• Notes on Markov embedding
• The embedding problem for Markov matrices
• On the embedding problem for discrete-time Markov chains
• Embedded population systems in Markov set-chains

Cites work

• scientific article; zbMATH DE number 3514781 (Why is no real title available?)
• scientific article; zbMATH DE number 3442932 (Why is no real title available?)
• Recurrent and sweep-out sets for Markov processes

Cited in

(10)

• Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
• Infinitely divisible nonnegative matrices, M-matrices, and the embedding problem for finite state stationary Markov chains
• Non-negative matrices and Markov chains.
• ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS
• scientific article; zbMATH DE number 1031391 (Why is no real title available?)
• Spectral representations of the transition probability matrices for continuous time finite Markov chains
• Explicit transient probabilities of various Markov models
• Applications of some formulas for finite Markov chains
• Embeddable Markov matrices
• Embedded population systems in Markov set-chains

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