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Ian Calvert
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Elementary Markov Chain Question

Are any general conditions known on a finite transition nxn matrix that ensure that there exists at least one mth root which is also a transition matrix? It is easy to construct a 3x3 , diagonally dominant, transition matrix with distinct, real eigenvalues but no transition matrix, square root.

Ian Calvert
  • 313
  • 1
  • 12