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Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues

Journal Contribution - Journal Article

The present paper examines matrix root properties and embedding conditions for discrete-time Markov chains with three states and a transition matrix having complex eigenvalues. Necessary as well as sufficient conditions for the existence of an m-th stochastic root of the transition matrix, are investigated. Matrix roots are expressed in analytical form based on the spectral decomposition of the transition matrix and properties of these matrix roots are proved.
Journal: Communications in Mathematics and Statistics
ISSN: 2194-6701
Issue: 3
Volume: 10
Pages: 435-450
Publication year:2022
Keywords:Markov chain, embedding problem, matrix root, complex eigenvalues
BOF-keylabel:yes
IOF-keylabel:yes
BOF-publication weight:3
Authors:Regional
Authors from:Higher Education
Accessibility:Open