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Notes on Markov embedding


Baake, M and Sumner, J, Notes on Markov embedding, Linear Algebra and Its Applications, 594 pp. 262-299. ISSN 0024-3795 (2020) [Refereed Article]

Copyright Statement

Copyright 2020 Elsevier Inc

DOI: doi:10.1016/j.laa.2020.02.016


The representation problem of finite-dimensional Markov matrices in Markov semigroups is revisited, with emphasis on concrete criteria for matrix subclasses of theoretical or practical relevance, such as equal-input, circulant, symmetric or doubly stochastic matrices. Here, we pay special attention to various algebraic properties of the embedding problem, and discuss the connection with the centraliser of a Markov matrix.

Item Details

Item Type:Refereed Article
Keywords:Markov matrix, embedding problem, semigroup, centraliser
Research Division:Mathematical Sciences
Research Group:Statistics
Research Field:Stochastic analysis and modelling
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the mathematical sciences
UTAS Author:Sumner, J (Associate Professor Jeremy Sumner)
ID Code:143939
Year Published:2020
Funding Support:Australian Research Council (DP180102215)
Web of Science® Times Cited:5
Deposited By:Mathematics
Deposited On:2021-04-12
Last Modified:2021-08-25

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