An open set of 4\times4 embeddable matrices whose principal logarithm is not a Markov generator

DOI10.1080/03081087.2020.1854165MaRDI QIDQ6339872arXivFDO

Authors Marta Casanellas, Jesús Fernández-Sánchez, Jordi Roca-Lacostena

Publication date 2 May 2020

Published in arXiv

Full work available at URL https://doi.org/10.1080/03081087.2020.1854165

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Continuous-time Markov processes on general state spaces (60J25)

arXiv classification

math.PRmath.SP

Abstract: A Markov matrix is embeddable if it can represent a homogeneous continuous-time Markov process. It is well known that if a Markov matrix has real and pairwise-different eigenvalues, then the embeddability can be determined by checking whether its principal logarithm is a rate matrix or not. The same holds for Markov matrices close enough to the identity matrix or that rule a Markov process subjected to certain restrictions. In this paper we prove that this criterion cannot be generalized and we provide open sets of Markov matrices that are embeddable and whose principal logarithm is a not a rate matrix.

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