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.
2026-04-13 10:42:05.1776076925
Algorithm for getting Markov chain given the complex eigenvalues
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This is a sub problem of an open problem called the Nonnegative Inverse Eigenvalue Problem, see Reference.