Notes on Markov embedding
Probability
2020-03-05 v2 Populations and Evolution
Abstract
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.
Cite
@article{arxiv.1903.08736,
title = {Notes on Markov embedding},
author = {Michael Baake and Jeremy Sumner},
journal= {arXiv preprint arXiv:1903.08736},
year = {2020}
}
Comments
34 pages, 3 figures; revised version with several corrections and improvements