Two-state imprecise Markov chains for statistical modelling of two-state non-Markovian processes Ghent University
On the embedding problem for discrete-time Markov chains. Vrije Universiteit Brussel
On the embedding problem for three-state Markov chains. Vrije Universiteit Brussel
Necessary embedding conditions for state-wise monotone Markov chains. Vrije Universiteit Brussel
In previous work, the embedding problem is examined within the entire set of discrete-time Markov chains. However, for several phenomena, the states of a Markov model are ordered categories and the transition matrix is state-wise monotone. The present paper investigates the embedding problem for the specific subset of state-wise monotone Markov chains. We prove necessary conditions on the transition matrix of a discrete-time Markov chain with ...
Hitting times and probabilities for imprecise Markov chains Ghent University
Sufficient embedding conditions for three-state discrete-time Markov chains with real eigenvalues Vrije Universiteit Brussel
transition matrices and for all possible ...