The algebra of reversible Markov chains

Giovanni Pistone () and Maria Rogantin ()

Annals of the Institute of Statistical Mathematics, 2013, vol. 65, issue 2, 269-293

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

Keywords: Reversible Markov chain; Algebraic statistics; Toric ideal (search for similar items in EconPapers)
Date: 2013
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10463-012-0368-7 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:65:y:2013:i:2:p:269-293

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-012-0368-7

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().