Invariant and reversible measures for random walks on Z

Omar Rivasplata Zevallos; Byron Schmuland

Invariant and reversible measures for random walks on Z

Authors

Omar Rivasplata Zevallos University of Alberta
Byron Schmuland University of Alberta

Keywords:

random walk, invariant measure, reversible measure

Abstract

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.