An exposition of some basic features of strictly stationary, reversible\n Markov chains

2019/10/03 by Richard C. Bradley, Bradley, Richard C.
Decision Sciences · Mathematics · #60J05 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1910.01495

openalex publication_date 2019/10/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

It has been well known for some time that for strictly stationary Markov\nchains that are ``reversible'', that special symmetry provides special extra\nfeatures in the mathematical theory. This paper here is primarily a purely\nexpository review of some of the basic features of that special theory. The\nmathematical techniques employed in this review are relatively gentle,\ninvolving only some basic measure-theoretic probability theory.\n

Related

• On the central limit question for strictly stationary, reversible Markov chains
• On a boundary of the central limit theorem for strictly stationary, reversible Markov chains
• The Algebra of Reversible Markov Chains
• Quasi-stationary distributions of non-absorbing Markov chains
• Reversible Imprecise Markov Chains