On the Imbedding Problem for Three-State Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues

Author:

Chen Yong,Chen Jianmin

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference21 articles.

1. Bladt, M., Sørensen, M.: Statistical inference for discretely observed Markov jump processes. J. R. Stat. Soc. B 67(3), 395–410 (2005)

2. Carette, P.: Characterizations of embeddable 3×3 stochastic matrices with a negative eigenvalue. J. Math. (N.Y.) 1, 120–129 (1995)

3. Chen, Y.: On the monotonicity of fluctuation spectra for three-state Markov processes. Fluct. Noise Lett. 7(3), L181–192 (2007)

4. Chung, K.L.: Markov Chains with Stationary Transition Probabilities, 2nd edn. Springer, Berlin (1976)

5. Elfving, G.: Zur Theorie der Markoffschen Ketten. Acta Soc. Sci. Fenn. A 2, 1–17 (1937)

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