A conditional embedding problem for finite homogeneous Markov chains Ghent University
The embedding problem of Markov chains is a long standing problem where a given stochastic matrix is examined as the 1-step transition matrix of some continuous-time homogeneous Markov chain (CTHMC). This problem boils down to characterizing the empirical transition matrix P as the exponential of some matrix Q with all non-negative off-diagonal entries and zero row-sums, called an intensity matrix. If such a Q exists, P is said to be embeddable. ...