For a time-homogeneous discrete time Markov chain, a reversible distribution of the chain is defined as $\pi$ that satisfies: $$ π_i p_{ij} = π_j p_{ji}, \forall i, j. $$
I was wondering if a reversible distribution is unique when exists?
Thanks!
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For a time-homogeneous discrete time Markov chain, a reversible distribution of the chain is defined as $\pi$ that satisfies: $$ π_i p_{ij} = π_j p_{ji}, \forall i, j. $$ I was wondering if a reversible distribution is unique when exists? Thanks! |
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Thanks to did! When the states are all isolated, $p_{ij}$ are all zero for $i \neq j$, so any distribution can be reversible. |
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