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math.PR2020★ 1 cited
An open set of embeddable matrices whose principal logarithm is not a Markov generator
Marta Casanellas, Jesús Fernández-Sánchez, Jordi Roca-Lacostena
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…
math.PR2020
The embedding problem for Markov matrices
Marta Casanellas, Jesús Fernández-Sánchez, Jordi Roca-Lacostena
Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding…