Stochastic Processes · free preview

Detailed Balance and Reversibility

Detailed balance asks more than stationarity, the sand flow cancels along every single edge, and it holds automatically for birth-death chains, Ehrenfest urns and random walks on graphs, making it both a computational shortcut and the definition of reversibility.

1. Cancellation along every edge

Cancellation along every edge

2. Birth-death chains balance edge by edge

Birth-death chains balance edge by edge

3. The Ehrenfest urn and its binomial equilibrium

The Ehrenfest urn and its binomial equilibrium

4. Random walks on graphs and reversibility

Random walks on graphs and reversibility

5. What detailed balance adds

How does detailed balance strengthen the stationary equation pi p equals pi?

6. The repairman's equilibrium

In the three machines one repairman chain, the detailed-balance recursion gives relative weights 1, 10, 45 and 60 on states 0 through 3. What is the stationary probability that all three machines work?

7. Ehrenfest's binomial pattern

What is the stationary distribution of the Ehrenfest chain with three balls, and what is the underlying reason?

8. Stationary weights on a graph

For a random walk on a graph, how does the stationary probability of a vertex depend on the graph?

9. Stationary without detailed balance

A certain three-state chain has the uniform vector stationary but has an edge with strictly positive probability in one direction and zero in the other. What can be concluded?

10. The reversed chain's matrix

A stationary chain with distribution pi and matrix p is run backward in time. What is the transition probability of the reversed chain from i to j?

11. Middle weights in the urn

For the Ehrenfest chain with three balls, compute the stationary probability of state 1, exactly one ball in the left urn, and write the answer as a fraction or a decimal.

12. A crossing flow in the urn

In the Ehrenfest chain with three balls, compute the stationary flow from state 1 to state 2, that is pi of 1 times p of 1, 2, and write the answer as a fraction or a decimal.

13. A knight on the corner

A knight performs a random walk on a chessboard, where the degrees of all 64 squares sum to 336. Compute the stationary probability of standing on a given corner square, which has degree 2, and write the answer as a fraction.

Practice this interactively

Free account · instant grading · spaced review that schedules itself.

Start this course for free