A CHARACTERIZATION OF REVERSIBLE MARKOV-CHAINS BY A ROTATIONAL REPRESENTATION

• 成果类型: Article
• 署名作者: DELTIO, PR; BLANCO, MCV
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990443
• 发表日期: 1991
• 页码: 605-608
• 关键词: stochastic matrices

摘要

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.