Some geometric properties of stochastic matrices

Authors

  • Cristian F. Coletti
  • Rafael P. Carneiro
  • Sandra Z. Yepes

DOI:

https://doi.org/10.5540/03.2020.007.01.0439

Keywords:

Discrete-time Markov chains, Continuous-time Markov chains, Stochastic matrices, Lie group, Lie algebra.

Abstract

We study geometric aspects of transition matrices of discrete-time Markov chains. More precisely, we study the connected component of the set of stochastic matrices with positive determinant at the identity. Using the machinery of Lie groups we explore the connection between stochastic matrices and transition rate matrices.

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Published

2020-02-20

Issue

Vol. 7 No. 1 (2020): CNMAC 2019

Section

Trabalhos Completos