1
$\begingroup$

Given real and complex eigenvalues (occurring in conjugate pairs) how to get a single instance of a Markov Chain which has these eigenvalues. I know the Markov chain is not unique as eigenvectors are not fixed but in my case any instance will suffice. The given eigenvalues can be assumed to be valid i.e 1 is present, absolute value of other eigenvalues is less than 1 etc.

$\endgroup$
2
$\begingroup$

This is a sub problem of an open problem called the Nonnegative Inverse Eigenvalue Problem, see Reference.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.