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Invariant measures of time-reversible Markov chains

Published online by Cambridge University Press:  14 July 2016

P. Suomela
P. Suomela*
Affiliation:
University of Jyväskylä
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Abstract

An explicit formula for an invariant measure of a time-reversible Markov chain is presented. It is based on a characterization of time reversibility in terms of the transition probabilities alone.

Keywords

MARKOV CHAINSTIME REVERSIBILITYMCCABE'S LIBRARY

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 16 , Issue 1 , March 1979 , pp. 226 - 229
Copyright
Copyright © Applied Probability Trust 1979 

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References

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Letac, G. (1975) Librairies. Rapport technique n° C.R.M. 569, Centre de Recherches Mathématiques, Université de Montréal.Google Scholar
Suomela, P. (1976) Construction of nearest neighbour systems. Ann. Acad. Sci. Fenn. Ser. A I Math. Dissertationes 10.Google Scholar