On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
DOI10.1016/J.SPL.2008.01.095zbMATH Open1283.60101OpenAlexW2002125513MaRDI QIDQ730747FDOQ730747
Authors: Yong Chen, Jian-Sheng Xie, Minping 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
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Cites Work
- Stochastic processes in physics and chemistry.
- 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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