The algebra of reversible Markov chains

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 is an algebraic parameterization of reversible Markov transitions and their invariant probability. Copyright The Institute of Statistical Mathematics, Tokyo 2013

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Year of publication:	2013
Authors:	Pistone, Giovanni ; Rogantin, Maria
Published in:	Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 65.2013, 2, p. 269-293
Publisher:	Springer
Subject:	Reversible Markov chain \| Algebraic statistics \| Toric ideal

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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