On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes and spectral analysis (62M15)
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Cites work
- Fundamental facts concerning reversible master equations
- Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
- On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density
- Stochastic processes in physics and chemistry.
- The Green–Kubo formula and power spectrum of reversible Markov processes
- The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time
Cited in
(4)- On the imaginary-real ratio rule of power spectra
- On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density
- Comment on ``On the imaginary-real ratio rule of power spectra [J. Math. Phys. 50, 063301 (2009)]
- scientific article; zbMATH DE number 5732355 (Why is no real title available?)
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