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  • Time Reversibility of Stationary Regular Finite State Markov Chains 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose ...