The Markov chain embedding problem in a one-jump setting
From MaRDI portal
Cites work
- A Bang-Bang representation for 3�3 embeddable stochastic matrices
- A solution to the reversible embedding problem for finite Markov chains
- A structure of the Bang-Bang representation for 3�3 embeddable matrices
- An intrinsic time for non-stationary finite markov chains
- Characterizations of embeddable \(3 \times 3\) stochastic matrices with a negative eigenvalue
- Counting labeled transitions in continuous-time Markov models of evolution
- Embeddability and rate identifiability of Kimura 2-parameter matrices
- Embeddability of Kimura 3ST Markov matrices
- Embeddable Markov matrices
- Embedding of Markov matrices for d 4
- Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
- scientific article; zbMATH DE number 3236503 (Why is no real title available?)
- Mobility Indices in Continuous Time Markov Chains
- Notes on Markov embedding
- On equal-input and monotone Markov matrices
- On the Lambert \(w\) function
- Some Results on the Imbedding Problem for Finite Markov Chains
- The Bang-Bang problem for stochastic matrices
- The embedding problem for Markov matrices
- The imbedding problem for finite Markov chains
- The model-specific Markov embedding problem for symmetric group-based models
- Zur Theorie der Markoffschen Ketten.
This page was built for publication: The Markov chain embedding problem in a one-jump setting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6879249)
