On the embedding problem for discrete-time Markov chains

DOI10.1239/JAP/1389370090zbMATH Open1306.60104OpenAlexW2073127563MaRDI QIDQ5407017FDOQ5407017

Authors: Marie-Anne Guerry 

Publication date: 4 April 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1389370090

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zbMATH Keywords

Markov chainstochastic matrixsquare root of a matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Cites Work

• Inference in hidden Markov models.
• Algorithms and applications for approximate nonnegative matrix factorization
• Modelling heterogeneity in a manpower system: a review
• Nonlinear Programming
• Title not available (Why is that?)
• Hidden heterogeneity in manpower systems: a Markov-switching model approach

Cited In (19)

• Embeddability and rate identifiability of Kimura 2-parameter matrices
• EMBEDDED MATRICES FOR FINITE MARKOV CHAINS
• The square root law in the embedding detection problem for Markov chains with unknown matrix of transition probabilities
• On \(p\)th roots of stochastic matrices
• On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
• A solution to the reversible embedding problem for finite Markov chains
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• Embeddability of real and positive operators
• Detection of embeddings in binary Markov chains
• On the imbedding problem for stochastic and doubly stochastic matrices
• Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
• On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains
• Title not available (Why is that?)
• Some results on the embeddable problem for discrete-time Markov models in manpower planning
• On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices
• Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues
• Necessary embedding conditions for state-wise monotone Markov chains
• On perturbations of non-diagonalizable stochastic matrices of order 3
• The embedding problem for Markov matrices

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