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A method for determining the reversibility of a Markov sequence
Authors:David Richman and W E Sharp
Institution:(1) Department of Mathematics, University of South Carolina, 29208 Columbia, South Carolina;(2) Department of Geological Sciences, University of South Carolina, 29208 Columbia, South Carolina
Abstract:This paper describes, given a tally matrix with strictly positive entries, a method to determine whether the associated Markov process is reversible, and (for reversible Markov processes) methods to compute the reversibility matrix from the tally matrix. If the tally matrixN is symmetric, then it is shown that the Markov process must be reversible and the reversibility matrixC equalss (R –1NR–1), whereR is the diagonal matrix whosei th diagonal entry is the sum of the entries of thei th row ofN (for everyi) ands denotes the sum of all the entries ofN. Because a symmetric tally matrix is of special importance in applications, a chi2 test is proposed for determining, in the presence of experimental errors, whether such a matrix is symmetric.
Keywords:Markov chains  ideal granite  fixed point vector  chi2" target="_blank">gif" alt="chi" align="MIDDLE" BORDER="0">2  reversibility
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