It follows from Theorem 4.2 that for a time reversible Markov chain It turns out that if
Question:
It follows from Theorem 4.2 that for a time reversible Markov chain
It turns out that if the state space is finite and Pij > 0 for all i, j , then the preceding is also a sufficient condition for time reversibility. (That is, in this case, we need only check Eq. (4.26) for paths from i to i that have only two intermediate states.) Prove this.
Hint: Fix i and show that the equations
are satisfied by πj = cPij/Pji , where c is chosen so that
j πj = 1.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: