On the Embedding Problem for Discrete-Time Markov Chains

DOI10.1239/jap/1389370090zbMath1306.60104OpenAlexW2073127563MaRDI QIDQ5407017

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

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)

Related Items

Embeddability of real and positive operators, On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices, A solution to the reversible embedding problem for finite Markov chains, On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains, Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues, The embedding problem for Markov matrices, On perturbations of non-diagonalizable stochastic matrices of order 3, Embeddability and rate identifiability of Kimura 2-parameter matrices, On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains

Cites Work

• Unnamed Item
• Hidden heterogeneity in manpower systems: a Markov-switching model approach
• Algorithms and applications for approximate nonnegative matrix factorization
• Inference in hidden Markov models.
• Modelling heterogeneity in a manpower system: a review
• Nonlinear Programming