Invariant and reversible measures for random walks on Z

  • Omar Rivasplata Zevallos University of Alberta
  • Byron Schmuland University of Alberta
Palabras clave: random walk, invariant measure, reversible measure

Resumen

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.

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Cómo citar
Rivasplata Zevallos, O., & Schmuland, B. (2005). Invariant and reversible measures for random walks on Z. Pro Mathematica, 19(37-38), 117-124. Recuperado a partir de https://revistas.pucp.edu.pe/index.php/promathematica/article/view/10231

Derechos de autor 2016 Pro Mathematica

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Esta obra está bajo licencia internacional Creative Commons Reconocimiento 4.0.