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1 results

  • On equal-input and monotone Markov matrices

  • Part of
  • Michael Baake, Jeremy Sumner
  • Journal:
    Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
    Published online by Cambridge University Press:
    06 June 2022, pp. 460-492
    Print publication:
    June 2022

  • The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding problem are obtained in the process. To achieve our results, we need to employ various algebraic and geometric tools, including commutativity, permutation invariance, and convexity. Of particular relevance in several demarcation results are Markov matrices that are idempotents.