Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Detailed balance?

Definition 8.5 Quantitative Methods · Hoofdstuk 8 — Markov Chains and Queues

A distribution π\pi satisfies detailed balance with a generator if πiqij=πjqji\pi_iq_{ij} = \pi_jq_{ji} for all i,ji, j: in stationarity every transition is as frequent as its reverse, and the chain run backwards in time has the same law (it is reversible).

Lees in het hoofdstuk →