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.

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Published

2005-09-05

How to Cite

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

Issue

Vol. 19 No. 37-38 (2005)

Section

Artículos

License

Copyright (c) 2016 Pro Mathematica

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.