On the algebra of equal-input matrices in time-inhomogeneous Markov flows
Documenta mathematica, Tome 30 (2025) no. 2, pp. 455-474
Cet article a éte moissonné depuis la source EMS Press
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.
Classification :
60J27, 34A05, 15A16
Mots-clés : Markov matrices and generators, matrix algebras, embedding problem
Mots-clés : Markov matrices and generators, matrix algebras, embedding problem
@article{10_4171_dm_997,
author = {Michael Baake and Jeremy Sumner},
title = {On the algebra of equal-input matrices in~time-inhomogeneous {Markov} flows},
journal = {Documenta mathematica},
pages = {455--474},
year = {2025},
volume = {30},
number = {2},
doi = {10.4171/dm/997},
url = {http://geodesic.mathdoc.fr/articles/10.4171/dm/997/}
}
Michael Baake; Jeremy Sumner. On the algebra of equal-input matrices in time-inhomogeneous Markov flows. Documenta mathematica, Tome 30 (2025) no. 2, pp. 455-474. doi: 10.4171/dm/997
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