Invariant and reversible measures for random walks on Z

Description

In this expository paper we study the stationary measures of a stochastic process called nearest neighbor random walk on Z, and further we describe conditions for these measures to have the stronger property of reversibility. We consider both the cases of symmetric and non-symmetric random walk.

Links & Downloads

1. http://revistas.pucp.edu.pe/index.php/promathematica/article/view/10231/10676
2. http://repositorio.pucp.edu.pe/index/handle/123456789/95643

Tags

Random Walk

Invariant Measure

Reversible Measure

Additional Fields

Identifer	oai:union.ndltd.org:PUCP/oai:tesis.pucp.edu.pe:123456789/95643
Date	25 September 2017
Creators	Rivasplata Zevallos, Omar, Schmuland, Byron
Publisher	Pontificia Universidad Católica del Perú
Source Sets	Pontificia Universidad Católica del Perú
Language	Español
Detected Language	English
Type	Artículo
Format	PDF
Source	Pro Mathematica; Vol. 19, Núm. 37-38 (2005); 117-124
Rights	Artículo en acceso abierto, Attribution 4.0 International, https://creativecommons.org/licenses/by/4.0/