Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
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
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.