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<p>The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the well-known coupon collection process: from a finite set of distinct objects, a subset is drawn repeatedly according to some probability distribution, independently and with replacement, and each time united with the set of objects sampled so far. We derive and interpret properties of and explicit conditions for the resulting discrete-time Markov chain to be representable within a semigroup or a flow of a continuous-time process of the same type.</p>

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A multiple coupon collection process and its Markov embedding structure

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2026年1月30日

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  • Ellen Baake,
  • Michael Baake

摘要

The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the well-known coupon collection process: from a finite set of distinct objects, a subset is drawn repeatedly according to some probability distribution, independently and with replacement, and each time united with the set of objects sampled so far. We derive and interpret properties of and explicit conditions for the resulting discrete-time Markov chain to be representable within a semigroup or a flow of a continuous-time process of the same type.