A Characterization of Reversible Markov Chains by a Rotational Representation
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Universidad de Valladolid
info
ISSN: 0091-1798
Año de publicación: 1991
Volumen: 19
Número: 2
Tipo: Artículo
Otras publicaciones en: The Annals of Probability
Resumen
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.