The algebra of reversible Markov chains |
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Authors: | Giovanni Pistone Maria Piera Rogantin |
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Affiliation: | 1. Collegio Carlo Alberto, Via Real Collegio 30, 10024, Moncalieri, Italy 2. DIMA Università di Genova, Via Dodecaneso 35, 16146, Genova, Italy
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Abstract: | For a Markov chain, both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical models. One of the results of this study is an algebraic parameterization of reversible Markov transitions and their invariant probability. |
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