A distribution satisfies detailed balance with a generator if for all : in stationarity every transition is as frequent as its reverse, and the chain run backwards in time has the same law (it is reversible).
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
A distribution satisfies detailed balance with a generator if for all : in stationarity every transition is as frequent as its reverse, and the chain run backwards in time has the same law (it is reversible).