On the algebra of equal-input matrices in time-inhomogeneous Markov flows
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866909579515789312 |
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| author | Baake, Michael Sumner, Jeremy |
| author_facet | Baake, Michael Sumner, Jeremy |
| contents | Markov matrices of equal-input type constitute a widely used model class. The corresponding equal-input generators span an interesting subalgebra of the real matrices with zero row sums. Here, we summarise some of their amazing properties and discuss the corresponding Markov embedding problem, both homogeneous and inhomogeneous in time. In particular, we derive exact and explicit solutions for time-inhomogeneous Markov flows with non-commuting generator families of equal-input type and beyond. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_11222 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the algebra of equal-input matrices in time-inhomogeneous Markov flows Baake, Michael Sumner, Jeremy Probability Classical Analysis and ODEs 60J27, 34A05, 15A16 Markov matrices of equal-input type constitute a widely used model class. The corresponding equal-input generators span an interesting subalgebra of the real matrices with zero row sums. Here, we summarise some of their amazing properties and discuss the corresponding Markov embedding problem, both homogeneous and inhomogeneous in time. In particular, we derive exact and explicit solutions for time-inhomogeneous Markov flows with non-commuting generator families of equal-input type and beyond. |
| title | On the algebra of equal-input matrices in time-inhomogeneous Markov flows |
| topic | Probability Classical Analysis and ODEs 60J27, 34A05, 15A16 |
| url | https://arxiv.org/abs/2404.11222 |