Consider a reversible Markov chain with transition probabilitie... | Filo
Consider a reversible Markov chain with transition probabilitie... | Filo
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Markov Chain: Types, Properties and Applications - Shiksha Online
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Suppose P is the transition probability matrix of a reversible Markov chain with equilibrium distribution π. Verify that P satisfies the symmetry condition ⟨P u, v⟩π=⟨u, P v⟩π, which yields a direct proof that P has only real eigenvalues. | Numerade
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