Time-homogeneous Markov

Creator
Creator
Seonglae Cho
Created
Created
2025 Apr 29 1:36
Editor
Edited
Edited
2025 Apr 29 1:44
Refs
Refs
p(x)  =  xT(xx)p(x).p^{\ast}(x') \;=\; \sum_{x} T(x' \mid x)\,p^{\ast}(x).

Detailed balance

T(xx)p(x)  =  T(xx)p(x)T(x' \mid x)\,p^{*}(x) \;=\; T(x \mid x')\,p^{*}(x')
A Markov chain that satisfies the detailed balance is said to be reversible.
 
 
 
 

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