Embeddable Markov matrices

DOI10.1214/EJP.V15-733MaRDI QIDQ638330zbMATH OpenFDO

Authors 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, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle9cba.html

zbMATH Keywords

eigenvaluesembeddabilityMarkov matrixMarkov generator

Mathematics Subject Classification ID

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

Abstract: We give an account of some results, both old and new, about any $nimesn$ Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the unit ball. We prove that a well-known procedure for approximating a non-embeddable Markov matrix by an embeddable one is optimal in a certain sense.

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Cited in

(30)

• The model-specific Markov embedding problem for symmetric group-based models
• Log-convex set of Lindblad semigroups acting on N-level system
• Embeddability of Kimura 3ST Markov matrices
• Uniformization Stable Markov Models and Their Jordan Algebraic Structure
• Lie Markov models with purine/pyrimidine symmetry
• On equal-input and monotone Markov matrices
• On \(p\)th roots of stochastic matrices
• Systematics and symmetry in molecular phylogenetic modelling: perspectives from physics
• On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
• Accessible Maps in a Group of Classical or Quantum Channels
• Embedding of Markov matrices for \(d \leqslant 4\)
• Topological classification of time-asymmetry in unitary quantum processes
• An open set of 4×4 embeddable matrices whose principal logarithm is not a Markov generator
• On the imbedding problem for stochastic and doubly stochastic matrices
• Roots of completely positive maps
• The embedding problem for Markov matrices
• Embeddability and rate identifiability of Kimura 2-parameter matrices
• Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
• Notes on Markov embedding
• Detection of embeddings in binary Markov chains
• Embeddability of real and positive operators
• Embeddability of centrosymmetric matrices capturing the double-helix structure in natural and synthetic DNA
• EMBEDDED MATRICES FOR FINITE MARKOV CHAINS
• The complexity of relating quantum channels to master equations
• Markov evolution algebras
• On monotone Markov chains and properties of monotone matrix roots
• Editors' introduction
• Powers of defective matrices from diagonalizable dilations
• A solution to the reversible embedding problem for finite Markov chains

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