Time reversal and stationary Gibbs measures

H. Künsch

Stochastic Processes and their Applications, 1984, vol. 17, issue 1, 159-166

Abstract: Markov chains on an infinite product space are considered whose transition kernel is of the Gibbsian type. It is proved that then a stationary probability measure is Gibbsian if and only if the transition kernel of the reversed chain is also Gibbsian.

Keywords: infinite; particle; systems; Gibbs; measures; interaction; time; reversal; stationary; measures; for; Markov; chains (search for similar items in EconPapers)
Date: 1984
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