An exposition of some basic features of strictly stationary, reversible Markov chains
Probability
2019-10-04 v1
Abstract
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository review of some of the basic features of that special theory. The mathematical techniques employed in this review are relatively gentle, involving only some basic measure-theoretic probability theory.
Keywords
Cite
@article{arxiv.1910.01495,
title = {An exposition of some basic features of strictly stationary, reversible Markov chains},
author = {Richard C. Bradley},
journal= {arXiv preprint arXiv:1910.01495},
year = {2019}
}