Multiplicatively closed Markov models must form Lie algebras

DOI10.1017/S1446181117000359zbMATH Open1416.17007arXiv1704.01418MaRDI QIDQ4608947FDOQ4608947

Authors: Jeremy G. Sumner 

Publication date: 29 March 2018

Published in: The ANZIAM Journal (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1704.01418

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zbMATH Keywords

phylogeneticscontinuous-time Markov chainssemigroupsLie algebrasmultiplicatively closed setprobability substitution matrices

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Lie algebras of linear algebraic groups (17B45)

Cites Work

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• Lie Markov models with purine/pyrimidine symmetry
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Cited In (11)

• Markov-type Lie groups in GL(n,R)
• Lie-Markov models derived from finite semigroups
• Phylosymmetric algebras: mathematical properties of a new tool in phylogenetics
• Systematics and symmetry in molecular phylogenetic modelling: perspectives from physics
• Uniformization Stable Markov Models and Their Jordan Algebraic Structure
• Embeddability of Kimura 3ST Markov matrices
• Lie geometry of \(2\times 2\) Markov matrices
• On equal-input and monotone Markov matrices
• Lie Markov models
• The impracticalities of multiplicatively-closed codon models: a retreat to linear alternatives
• Notes on Markov embedding

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