Embeddable Markov Matrices
E B Davies, King's College London
Abstract
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.
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