Multiplicatively closed Markov models must form Lie algebras
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Publication:4608947
Abstract: We prove that the probability substitution matrices obtained from a continuous-time Markov chain form a multiplicatively closed set if and only if the rate matrices associated to the chain form a linear space spanning a Lie algebra. The key original contribution we make is to overcome an obstruction, due to the presence of inequalities that are unavoidable in the probabilistic application, that prevents free manipulation of terms in the Baker-Campbell-Haursdorff formula.
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(11)- Markov-type Lie groups in GL(n,R)
- Lie-Markov models derived from finite semigroups
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- The impracticalities of multiplicatively-closed codon models: a retreat to linear alternatives
- Notes on Markov embedding
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