Total positivity and the embedding problem for Markov chains

DOI10.1017/S0305004100056152zbMATH Open0411.60071OpenAlexW2025849127MaRDI QIDQ4197846FDOQ4197846

Burton H. Singer, Halina Frydman

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

• Title not available (Why is that?)
• Some Results on the Imbedding Problem for Finite Markov Chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• The Bang-Bang problem for stochastic matrices
• Neue Grundlagen für einen Infinitesimalkalkül der Matrizen

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
• Accurate Computations and Applications of Some Classes of Matrices
• 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

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