3 papers
math.PR2026
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.PR2025
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…
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…