Author:
Baake Michael,Sumner Jeremy
Abstract
AbstractThe practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding problem are obtained in the process. To achieve our results, we need to employ various algebraic and geometric tools, including commutativity, permutation invariance, and convexity. Of particular relevance in several demarcation results are Markov matrices that are idempotents.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
3 articles.
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