On the embedding problem for three-state Markov chains.

Onderzoeksoutput: Conference paper

Samenvatting

The present paper investigates the embedding problem for time-homogeneous Markov chains. A discrete-time Markov chain with time unit 1 is embeddable in case there exists a compatible Markov chain regarding time unit 1/m (with m > 1 integer number). An embeddable Markov chain has a transition matrix for which there exists an m-th root that is a probability matrix. The present paper examines the embedding problem for discrete-time Markov chains with three states. Sufficient embedding conditions are presented in case of a diagonalizable transition matrix with all eigenvalues nonnegative.
Originele taal-2English
TitelProceedings of the World Congress on Engineering 2014
RedacteurenS. I. Ao, Len Gelman, David Hukins, Andrew Hunter, A. M. Korsunsky
UitgeverijNewswood Limited
Pagina's900-904
Aantal pagina's5
Volume2
ISBN van geprinte versie978-988-19253-5-0
StatusPublished - 2014
EvenementWCE 2014 - The 2014 International Conference of Applied and Engineering Mathematics - London, United Kingdom
Duur: 2 jul 20144 jul 2014

Conference

ConferenceWCE 2014 - The 2014 International Conference of Applied and Engineering Mathematics
Land/RegioUnited Kingdom
StadLondon
Periode2/07/144/07/14

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