Infinitely divisible nonnegative matrices, M-matrices, and the embedding problem for finite state stationary Markov chains

DOI10.1016/J.LAA.2017.11.018MaRDI QIDQ1690682zbMATH OpenOpenAlexFDO

Authors Alexander Van-Brunt

Publication date 12 January 2018

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.09561

zbMATH Keywords

Markov chainsstochastic matrices\(M\)-matrixnonnegative matrixembedding problemmatrix roots

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

Abstract: This paper explicitly details the relation between $M$-matrices, nonnegative roots of nonnegative matrices, and the embedding problem for finite-state stationary Markov chains. The set of nonsingular nonnegative matrices with arbitrary nonnegative roots is shown to be the closure of the set of matrices with matrix roots in $mathcalIM$. The methods presented here employ nothing beyond basic matrix analysis, however it answers a question regarding $M$-matrices posed over 30 years ago and as an application, a new characterization of the set of all embeddable stochastic matrices is obtained as a corollary.

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Cited in

(7)

• Diffusion and consensus on weakly connected directed graphs
• Matrix roots in the max-plus algebra
• Embeddability and rate identifiability of Kimura 2-parameter matrices
• Embeddability of real and positive operators
• OnM-multisplittings of singularM-matrices with application to Markov chains
• On equal-input and monotone Markov matrices
• Roots of completely positive maps

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