A Characterization of Reversible Markov Chains by a Rotational Representation

Rodríguez del Tío, María Pilar; Valsero Blanco, María Cruz

doi:10.1214/aop/1176990443

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Título

A Characterization of Reversible Markov Chains by a Rotational Representation

Autor

Rodríguez del Tío, María Pilar

Valsero Blanco, María Cruz

Año del Documento

1991

Editorial

IMS proyect euclid

Documento Fuente

Ann. Probab. 19(2): 605-608 (April, 1991)

Resumen

Let P be the matrix of a recurrent Markov chain with stationary vector ν>0 and let R=(rij), be a matrix. If R is a symmetric matrix, we improve Alpern's rotational representation of P. By this representation we characterize the reversible Markov chains.

Materias Unesco

60J10

15A61

Palabras Clave

Measure-preserving transformations , Recurrent Markov chains , reversible Markov chains

ISSN

0091-1798

Revisión por pares

DOI

10.1214/aop/1176990443