The Algebra of Reversible Markov Chains
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.
 Publication:

arXiv eprints
 Pub Date:
 July 2010
 DOI:
 10.48550/arXiv.1007.4282
 arXiv:
 arXiv:1007.4282
 Bibcode:
 2010arXiv1007.4282P
 Keywords:

 Mathematics  Statistics Theory;
 Mathematics  Commutative Algebra;
 Mathematics  Probability