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math.RA2024
An alternative recursive approach to functions of simple triangular matrices
Ellen Baake, Michael Baake
The computation of matrix functions is a well-studied problem. Of special importance are the exponential and the logarithm of a matrix, where the latter also raises existence and u…
math.PR2024
A multiple coupon collection process and its Markov embedding structure
Ellen Baake, Michael Baake
The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We co…
math.PR2024
On the algebra of equal-input matrices in time-inhomogeneous Markov flows
Michael Baake, Jeremy Sumner
Markov matrices of equal-input type constitute a widely used model class. The corresponding equal-input generators span an interesting subalgebra of the real matrices with zero row…