On equal-input and monotone Markov matrices

DOI10.1017/APR.2021.39MaRDI QIDQ5084792zbMATH OpenOpenAlexWikidataFDO

Authors Michael Baake, Jeremy G. Sumner

Publication date 28 June 2022

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.11433

zbMATH Keywords

convexityMarkov matrixembedding problemmonotone partial order

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding problem are obtained in the process. To achieve our results, we need to employ various algebraic and geometric tools, including commutativity, permutation invariance and convexity. Of particular relevance in several demarcation results are Markov matrices that are idempotents.

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Cited in

(4)

• The embedding problem for Markov matrices
• Embedding of Markov matrices for \(d \leqslant 4\)
• On monotone Markov chains and properties of monotone matrix roots
• Notes on Markov embedding

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