The Imbedding Problem for Finite Markov Chains

The problem of characterizing the stochastic matrices which can occur in a continuous time Markov chain was first formulated by Elfving in 1937, see [7 ] and [8 ]. The problem was mentioned by Chung in 1960, [ 1 ] p 203, and in the last 10 years a number of papers have appeared.

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[21]  D. Kendall.  Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions , 1968 .

[22]  S. Johansen.  A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains , 1973 .

[23]  S. Johansen,et al.  Some Results on the Imbedding Problem for Finite Markov Chains , 1974 .

[24]  S. Johansen.  The Bang-Bang problem for stochastic matrices , 1973 .