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When a Markov chain satisfies detailed balance, the stationary distribution can often be obtained by solving the pairwise balance equations for each pair of states.
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When a Markov chain satisfies detailed balance, the stationary distribution can often be obtained by solving the pairwise balance equations for each pair of states.
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detailed balance
Noun
Japanese Meaning
状態空間内の各状態の組に対して、相互の遷移率が等しくなるような平衡状態(マルコフ過程における平衡条件)を指す。 / 状態iと状態j間で、iからjへの遷移率とjからiへの遷移率が等しくなっているという性質、すなわち微視的な平衡状態。
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