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Embeddable Markov Matrices

   
@article{EJP733,
	author = {E Davies},
	title = {Embeddable Markov Matrices},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {Markov matrix; embeddability; Markov generator; eigenvalues},
	abstract = {We give an account of some results, both old and new, about any $n\times n$ Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the unit ball. We prove that a well-known procedure for approximating a non-embeddable Markov matrix by an embeddable one is optimal in a certain sense.},
	pages = {no. 47, 1474-1486},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-733},    
        url = {http://ejp.ejpecp.org/article/view/733}}