Reversibility Checking for Markov Chains

Percy H. Brill, Chi Ho Cheung, Myron Hlynka, Q. Jiang · Communications on Stochastic Analysis · 2018

In this paper, we present reversibility preserving operations on Markov chain transition matrices.Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain for reversibility.

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