On monotone Markov chains and properties of monotone matrix roots

DOI10.1515/SPMA-2022-0172MaRDI QIDQ2105345zbMATH OpenOpenAlexFDO

Authors Marie-Anne Guerry

Publication date 8 December 2022

Published in Special Matrices (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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Cites work

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

Cited in

(4)

• Linear independence of root equations for \(M/G/1\) type Markov chains
• On equal-input and monotone Markov matrices
• Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues
• Necessary embedding conditions for state-wise monotone Markov chains

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• mftoolbox

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