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I have a (markov chain) transition matrix X which I understand. In particular each row of this matrix sums to 1.

I have used this transition matrix to construct it's generator, Y. I.e. Y is the continuously compounded transition matrix,

X = exp(Y)

X*X = exp(2Y), etc

both X and Y are matrices.

I am told that the sums of Y must sum to 0, but I can not see why this should be the case. Is it obvious?

Many Thanks.

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# Exponential of (Markov Chain) Transition matrix

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