Random processes can be used to describe the evolution of a real systems over time. Discrete-time Markov chains are random processes that meet special assumptions, but they still have a lot of practical applications. Some chains have the property that it is impossible to tell if they are being observed when the passage of time is reversed. We call such chains time reversible. In this paper, we define a time reversible Markov chain with discrete time, we show how it can be verified that a given chain is time reversible, and we introduce basic properties and examples of time reversible chains. At the same time, we apply the knowledge of time reversibility to the problem of finding the stationary distribution of specific Markov chains.
Reversible computations have been widely studied from the functional point of view and energy consum...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...
Random processes can be used to describe the evolution of a real systems over time. Discrete-time Ma...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
This dissertation describes the research that we have done concerning reversible Markov chains. We f...
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a dec...
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a dec...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
Reversible computations have been widely studied from the functional point of view and energy consum...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...
Random processes can be used to describe the evolution of a real systems over time. Discrete-time Ma...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
This dissertation describes the research that we have done concerning reversible Markov chains. We f...
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a dec...
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a dec...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
Reversible computations have been widely studied from the functional point of view and energy consum...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...
Several notions of reversibility exist in the literature. On the one hand, causal reversibility esta...