Reversibility Checking for Markov Chains
Probability
2018-06-28 v1
Abstract
In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain for reversibility.
Keywords
Cite
@article{arxiv.1806.10154,
title = {Reversibility Checking for Markov Chains},
author = {Q. Jiang and M. Hlynka and P. H. Brill and C. H. Cheung},
journal= {arXiv preprint arXiv:1806.10154},
year = {2018}
}