Total positivity and the embedding problem for Markov chains

DOI10.1017/S0305004100056152MaRDI QIDQ4197846zbMATH OpenOpenAlexFDO

Authors Halina Frydman, Burton H. Singer

Publication date 1979

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100056152

zbMATH Keywords

birth and death processesembedding problemMarkov chainstransition matrices

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites work

• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
• Neue Grundlagen für einen Infinitesimalkalkül der Matrizen
• Some Results on the Imbedding Problem for Finite Markov Chains
• The Bang-Bang problem for stochastic matrices

Cited in

(12)

• A probabilistic representation of totally positive matrices
• Aspects of non-stationarity
• Spectral methods for identifying scalar diffusions
• Tests for the recognition of total positivity
• A solution to the reversible embedding problem for finite Markov chains
• Attainable sets and one-parameter semigroups of sets
• A structure of the Bang-Bang representation for 3�3 embeddable matrices
• Accurate computations and applications of some classes of matrices
• Embedding of Markov matrices for d 4
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• Positivity, accuracy, optimality and applications
• Problems on semigroups and control

This page was built for publication: Total positivity and the embedding problem for Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4197846)