Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues
Let \(P\) be the transition matrix for a finite state discrete-time Markov chain. Then \(P\) is also called a \textit{stochastic matrix}; \(P\) has nonnegative entries and all row sums equal to \(1\). \(P\) is said to have a \textit{stochastic root} \(A\) if \(A\) is a stochastic matrix and there exists an integer \(m \geq 2\) such that \(P = A^m\). Necessary and sufficient conditions for stochastic roots have been established for Markov chains with 2 states, and with 3 states if all eigenvalues are real. In this work, the latter case is settled by considering the case when two of the eigenvalues are complex conjugates (recall that the largest eigenvalue is always \(1\)).
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- 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
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- 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
- 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
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