Show that any ergodic Markov chain with a symmetric transition matrix (i.e., pij = pji) is reversible.

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Apr 08, 2010 04:52 AM

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Show that any ergodic Markov chain with a symmetric transition matrix (i.e., pij = pji) is reversible.

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If pijpji then P has column sums 1 We have se...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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