The Algebra of Reversible Markov Chains
Statistics Theory
2011-03-31 v2 Commutative Algebra
Probability
Statistics Theory
Abstract
For a Markov chain both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical models. One of the results of this study in an algebraic parameterization of reversible Markov transitions and their invariant probability.
Cite
@article{arxiv.1007.4282,
title = {The Algebra of Reversible Markov Chains},
author = {Giovanni Pistone and Maria Piera Rogantin},
journal= {arXiv preprint arXiv:1007.4282},
year = {2011}
}