{"title":"Reversibility Checking for Markov Chains","authors":"Q. Jiang, M. Hlynka, P. Brill, C. H. Cheung","doi":"10.31390/COSA.12.2.02","DOIUrl":null,"url":null,"abstract":"In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain for reversibility.","PeriodicalId":53434,"journal":{"name":"Communications on Stochastic Analysis","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2018-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications on Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/COSA.12.2.02","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 2
Abstract
In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain for reversibility.
期刊介绍:
The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS