Total positivity and the embedding problem for Markov chains

DOI10.1017/S0305004100056152MaRDI QIDQ4197846zbMATH OpenOpenAlexFDO

Authors Halina Frydman, Burton H. Singer

Publication date 1979

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100056152

zbMATH Keywords

transition matricesMarkov chainsembedding problembirth and death processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic matrices (15B51)

Cites work

• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• Neue Grundlagen für einen Infinitesimalkalkül der Matrizen
• Some Results on the Imbedding Problem for Finite Markov Chains
• The Bang-Bang problem for stochastic matrices

Cited in

(11)

• A structure of the Bang-Bang representation for 3�3 embeddable matrices
• Embedding of Markov matrices for \(d \leqslant 4\)
• Attainable sets and one-parameter semigroups of sets
• A solution to the reversible embedding problem for finite Markov chains
• Spectral methods for identifying scalar diffusions
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• Tests for the recognition of total positivity
• A probabilistic representation of totally positive matrices
• Problems on semigroups and control
• Aspects of non-stationarity
• Accurate computations and applications of some classes of matrices

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