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2010 Embeddable Markov Matrices
E. Davies
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Electron. J. Probab. 15: 1474-1486 (2010). DOI: 10.1214/EJP.v15-733

Abstract

We give an account of some results, both old and new, about any $n\times n$ Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the unit ball. We prove that a well-known procedure for approximating a non-embeddable Markov matrix by an embeddable one is optimal in a certain sense.

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E. Davies. "Embeddable Markov Matrices." Electron. J. Probab. 15 1474 - 1486, 2010. https://doi.org/10.1214/EJP.v15-733

Information

Accepted: 28 September 2010; Published: 2010
First available in Project Euclid: 1 June 2016

zbMATH: 1226.60102
MathSciNet: MR2727318
Digital Object Identifier: 10.1214/EJP.v15-733

Subjects:
Primary: 60J27
Secondary: 60J10, 60J22, 65C40

JOURNAL ARTICLE
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Vol.15 • 2010
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