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Invariant measures of time-reversible Markov chains

Published online by Cambridge University Press:  14 July 2016

P. Suomela*
Affiliation:
University of Jyväskylä

Abstract

An explicit formula for an invariant measure of a time-reversible Markov chain is presented. It is based on a characterization of time reversibility in terms of the transition probabilities alone.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1979 

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References

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