Reversibility of a chain, A stationary chain fXng with

Reversibility of a chain

Assignment Help Basic Statistics

Reference no: EM13966537

1. * (Reversibility of a Chain). A stationary chain fXng with transition probabilities pij is called reversible if there is a function m.x/ such that pij m.i/ D pji m.j/ for all i; j 2 S . Give a simple sufficient condition in terms of the function m that ensures that a reversible chain has a proper stationary distri- bution. Then, identify the stationary distribution.

2. Give a physical interpretation for the property of reversibility of a Markov chain.

3. (Reversibility). Give examples of a Markov chain that is reversible and one that is not.

Reference no: EM13966537

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