Embedding of reversible Markov matrices
Probability
2025-12-01 v1
Abstract
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 demand irreducibility and consider weakly reversible matrices as well as reversible matrices with negative eigenvalues.
Cite
@article{arxiv.2511.22800,
title = {Embedding of reversible Markov matrices},
author = {Ellen Baake and Michael Baake and Jeremy Sumner},
journal= {arXiv preprint arXiv:2511.22800},
year = {2025}
}
Comments
10 pages, one embedded figure