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-2 | English |
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Titel | Proceedings of the World Congress on Engineering 2014 |
Redacteuren | S. I. Ao, Len Gelman, David Hukins, Andrew Hunter, A. M. Korsunsky |
Uitgeverij | Newswood Limited |
Pagina's | 900-904 |
Aantal pagina's | 5 |
Volume | 2 |
ISBN van geprinte versie | 978-988-19253-5-0 |
Status | Published - 2014 |
Evenement | WCE 2014 - The 2014 International Conference of Applied and Engineering Mathematics - London, United Kingdom Duur: 2 jul 2014 → 4 jul 2014 |
Conference
Conference | WCE 2014 - The 2014 International Conference of Applied and Engineering Mathematics |
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Land/Regio | United Kingdom |
Stad | London |
Periode | 2/07/14 → 4/07/14 |