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On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
Chen, Yong ; Qian, Min-Ping ; Xie, Han-Sheng
2008
关键词GREEN-KUBO FORMULA
英文摘要For the irreducible aperiodic discrete time finite state Markov chain, (i) if it is reversible, we provide a necessary and sufficient condition for all fluctuation Spectra to be monotonic on vertical bar 0, pi vertical bar and (ii) if it is irreversible, then there exist some nonmonotonic fluctuation spectra. (c) 2008 Published by Elsevier B.V.; Statistics & Probability; SCI(E); 0; ARTICLE; 14; 2258-2264; 78
语种英语
出处SCI
出版者statistics probability letters
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/248654]  
专题数学科学学院
推荐引用方式
GB/T 7714
Chen, Yong,Qian, Min-Ping,Xie, Han-Sheng. On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains. 2008-01-01.
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