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On the Imbedding Problem for Three-state Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues
imbedding problem three-state time homogeneousMarkov chains
2010/12/3
For an indecomposable 3×3 stochastic matrix (i.e., 1-step transition probability matrix) with coinciding negative eigenvalues, a new necessary and sufficient condition of the imbedding problem for tim...