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 e-prints
- 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