A Characterization of Reversible Markov Chains by a Rotational Representation

  1. Rodríguez del Tío, P.
  2. Valsero Blanco, M.C.
  1. 1 Universidad de Valladolid
    info

    Universidad de Valladolid

    Valladolid, España

    ROR https://ror.org/01fvbaw18

Revista:
The Annals of Probability

ISSN: 0091-1798

Any de publicació: 1991

Volum: 19

Número: 2

Tipus: Article

DOI: 10.1214/AOP/1176990443 GOOGLE SCHOLAR lock_openAccés obert editor

Altres publicacions en: The Annals of Probability

Resum

Let P = (p(ij)), i,j = 1,2,...,n be the matrix of a recurrent Markov chain with stationary vector upsilon > 0 and let R = (r(ij)), i, j = 1,2,...,n be a matrix, where r(ij) = upsilon-(i)p(ij). If R is a symmetric matrix, we improve Alpern's rotational representation of P. By this representation we characterize the reversible Markov chains.