paper

Notes on Markov embedding

arXiv:1903.08736

Abstract

The representation problem of finite-dimensional Markov matrices in Markov semigroups is revisited, with emphasis on concrete criteria for matrix subclasses of theoretical or practical relevance, such as equal-input, circulant, symmetric or doubly stochastic matrices. Here, we pay special attention to various algebraic properties of the embedding problem, and discuss the connection with the centraliser of a Markov matrix.

34 pages, 3 figures; revised version with several corrections and improvements

Notes on Markov embedding · wovepaper