Markov Chains Ii Detailed Balance

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

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 with respect to p or to satisfy detailed balance with respect to p if p ip ij =p j p ji 8i; j: (1)

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