4 papers · 1 filter
Embedding of sub-stochastic matrices
Michael Baake, Kiah Swinsburg
The classic embedding problem for finite-dimensional Markov matrices has a natural counterpart for sub-stochastic matrices, which is analysed and discussed here. One necessary and…
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…
Embedding of reversible Markov matrices
Ellen Baake, Michael Baake, Jeremy Sumner
The embeddability of reversible Markov matrices into time-homogeneous Markov semigroups is revisited, with some focus on simplifications and extensions. In particular, we do not de…
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…