Lecture

Stochastic Processes: Time Reversal

Description

This lecture covers the concept of time reversal in stationary Markov chains, where the future and the past are independent given the present. It explains the transition matrix of the time reversal and the conditions for reversibility. The lecture also delves into detailed balance conditions and the existence of an invariant distribution. The Ehrenfest urns model is used to illustrate these concepts.

Official source

https://mediaspace.epfl.ch/media/0_4c39vemt

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Physics

Thermodynamics: Statistical mechanics

Mathematics

Mathematical logic: Set theory

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