Abstract
ABSTRACT A Markov matrix is embeddable if it can represent a homogeneous continuous-time Markov process. It is well known that if a Markov matrix has real and pairwise-different eigenvalues, then the embeddability can be determined by checking whether its principal logarithm is a rate matrix or not. The same holds for Markov matrices that are close enough to the identity matrix. In this paper we exhibit open sets of Markov matrices that are embeddable and whose principal logarithm is not a rate matrix, thus proving that the principal logarithm test above does not suffice generically.
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