Lecture 3: Markov Chains (II): Detailed Balance, and ...

Madras (2002). A short, classic set of notes on Monte Carlo methods. 3.1 Detailed balance Detailed balance is an important property of certain Markov Chains that is widely used in physics and statistics. Definition. Let X 0;X 1;:::be a Markov chain with stationary distribution p. The chain is said to be reversible

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