2010/01/11 by Davies, E B · 1 citation
#60J10 #60J22 #60J27 #65C40 #FOS: Mathematics #Probability (math.PR) #Spectral Theory (math.SP) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1001.1693
We give an account of some results, both old and new, about any n× n Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the unit ball. We prove that a well-known procedure for approximating a non-embeddable Markov matrix by an embeddable one is optimal in a certain sense.