Paper 4, Section I, H
Part IB, 2018
Let be the transition matrix for an irreducible Markov chain on the finite state space .
(a) What does it mean to say that a distribution is the invariant distribution for the chain?
(b) What does it mean to say that the chain is in detailed balance with respect to a distribution ? Show that if the chain is in detailed balance with respect to a distribution then is the invariant distribution for the chain.
(c) A symmetric random walk on a connected finite graph is the Markov chain whose state space is the set of vertices of the graph and whose transition probabilities are
where is the number of vertices adjacent to vertex . Show that the random walk is in detailed balance with respect to its invariant distribution.