On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
DOI10.1016/j.spl.2008.01.095zbMath1283.60101OpenAlexW2002125513MaRDI QIDQ730747
Yong Chen, Jian-Sheng Xie, Min-ping Qian
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.095
Inference from stochastic processes and spectral analysis (62M15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Cites Work
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- Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
- Fundamental facts concerning reversible master equations
- The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time
- On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density
- The Green–Kubo formula and power spectrum of reversible Markov processes
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