Embedding of Markov matrices for $d\leqslant 4$

Fuente: arXiv
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Main Authors: Baake, Michael, Sumner, Jeremy
Format: Preprint
Published: 2023
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_version_ 1866910510470922240
author Baake, Michael
Sumner, Jeremy
author_facet Baake, Michael
Sumner, Jeremy
contents The embedding problem of Markov matrices in Markov semigroups is a classic problem that regained a lot of impetus and activities through recent needs in phylogeny and population genetics. Here, we give an account for dimensions $d\leqslant 4$, including a complete and simplified treatment of the case $d=3$, and derive the results in a systematic fashion, with an eye on the potential applications. Further, we reconsider the setup of the corresponding problem for time-inhomogeneous Markov chains, which is needed for real-world applications because transition rates need not be constant over time. Additional cases of this more general embedding occur for any $d\geqslant 3$. We review the known case of $d=3$ and describe the setting for future work on $d=4$.
format Preprint
id arxiv_https___arxiv_org_abs_2311_02596
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Embedding of Markov matrices for $d\leqslant 4$
Baake, Michael
Sumner, Jeremy
Probability
Populations and Evolution
60J10, 60J27, 92D10
The embedding problem of Markov matrices in Markov semigroups is a classic problem that regained a lot of impetus and activities through recent needs in phylogeny and population genetics. Here, we give an account for dimensions $d\leqslant 4$, including a complete and simplified treatment of the case $d=3$, and derive the results in a systematic fashion, with an eye on the potential applications. Further, we reconsider the setup of the corresponding problem for time-inhomogeneous Markov chains, which is needed for real-world applications because transition rates need not be constant over time. Additional cases of this more general embedding occur for any $d\geqslant 3$. We review the known case of $d=3$ and describe the setting for future work on $d=4$.
title Embedding of Markov matrices for $d\leqslant 4$
topic Probability
Populations and Evolution
60J10, 60J27, 92D10
url https://arxiv.org/abs/2311.02596