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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