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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…