Article ID Journal Published Year Pages File Type
1155168 Statistics & Probability Letters 2008 7 Pages PDF
Abstract

For the irreducible aperiodic discrete time finite state Markov chain, (i) if it is reversible, we provide a necessary and sufficient condition for all fluctuation spectra to be monotonic on [0,π] and (ii) if it is irreversible, then there exist some nonmonotonic fluctuation spectra.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
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