Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues

DOI10.1007/S40304-020-00226-3MaRDI QIDQ2674040zbMATH OpenOpenAlexFDO

Authors Marie-Anne Guerry

Publication date 22 September 2022

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40304-020-00226-3

zbMATH Keywords

complex eigenvaluesembedding problemMarkov chainmatrix rootstochastic root

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• On monotone Markov chains and properties of monotone matrix roots
• Characterizations of embeddable \(3 \times 3\) stochastic matrices with a negative eigenvalue
• On \(p\)th roots of stochastic matrices

Cites work

• A note on an inverse problem for nonnegative matrices
• Existence and construction of nonnegative matrices with complex spectrum
• scientific article; zbMATH DE number 1460605 (Why is no real title available?)
• scientific article; zbMATH DE number 3027889 (Why is no real title available?)
• Matrix roots of imprimitive irreducible nonnegative matrices
• Nonnegative square roots of matrices
• On \(p\)th roots of stochastic matrices
• On the embedding problem for discrete-time Markov chains
• Some results on the embeddable problem for discrete-time Markov models in manpower planning
• Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues

Cited in

(5)

• Characterizations of embeddable \(3 \times 3\) stochastic matrices with a negative eigenvalue
• Degree bounds for a minimal Markov basis for the three-state toric homogeneous Markov chain model
• Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues
• On \(p\)th roots of stochastic matrices
• Arbitrarily finely divisible stochastic matrices

This page was built for publication: Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2674040)