Skip to main content
2 of 4
added 4 characters in body
Pietro Majer
  • 60.5k
  • 4
  • 122
  • 269

A matrix $A$ such that $\exp(tA)$ is (right) stochastic for all $t$ should be called a "generator of a stochastic semigroup" or an "infinitesimally stochastic matrix". Clearly, since $A=\lim_{t\to0} (\exp(tA)-I)/t$, (i) the sum of the elements in each row of $A$ has to be 0, and (ii) all non-diagonal elements must be non-negative. Conversely, a matrix $A$ satisfing (i) and (ii), for large enough $n$ produces a stochastic matrix $I+A/n$, hence $(I+A/n)^n$ and $\exp(A)=\lim_{n\to\infty}(I+A/n)^n$ are also stochastic (and so is $\exp(tA)$). That said, I would have a look at the results of a Google search with "infinitesimally stochastic" (I can't do it now).

Pietro Majer
  • 60.5k
  • 4
  • 122
  • 269