Kolmogorov's criterion states that the necessary and sufficient condition for a Markov chain to be reversible is that the product of transition rates around a closed loop must be the same in both …

In these notes we study positive recurrent Markov chains fXn : n 0g for which, when in steady-state (stationarity), yield the same Markov chain (in distribution) if time is reversed.

As previously mentioned, our purpose is to provide systematic intermediate-level discussion of reversible Markov chains and random walks on graphs, built around the central theme of mixing …

May 22, 2022 · Many important Markov chains have the property that, in steady state, the sequence of states looked at backwards in time has the same probabilistic structure as the sequence of states …

One can easily verify that. The chain is NOT time reversible. A Markov chain with transient states cannot be time-reversible because then running forward and backward in time will not be equivalent.

Example 0.1. Show that any Markov chain induced from an undirected, Æ (V,E,W) weighted graph is time-reversible.

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 …

Recall that a Markov Chain is set out by the property that the future is independent of the past given the present. It turns out that this implies that the past is independent of the future given the present, and …

Oct 12, 2024 · The stationary distribution for the MC will satisfy the detailed balance equation, if MC is reversible. However, you need to find it first, using the usual equation for the global balance, …

For a reversed Markov chain the dependence structure—such as the Markov property—takes on a new interpretation: instead of predicting the future from the past, one infers the past from the future. A …