@inbook{92eee5b4d1c24e30a605870bb51297fa,
title = "Conditions for embeddability of discrete time Markov models",
abstract = "For a time homogeneous Markov chain characterised by the matrix P of transition probabilities with respect to time intervals with length 1, the paper deals with the embeddability problem: necessary and sufficient conditions are determined under which there exists a Markov chain with time unity 0.5 that is compatible with the transition matrix P. Besides the existence, the uniqueness of these solutions is discussed. In case more solutions exist, a procedure is introduced to identify a unique transition matrix that takes into account the specificity of the concrete context. The concepts of probability roots and approximate probability roots are introduced.",
keywords = "Markov models, Embeddability",
author = "Marie Guerry",
year = "2012",
language = "English",
series = "ORBEL 26, 26th Annual Conference of the Belgian Operations Research Society",
booktitle = "ORBEL 26, 26th Annual Conference of the Belgian Operations Research Society",
}