A1.1 B1.1
(i) Let be an irreducible Markov chain on the finite state space with transition matrix and invariant distribution . What does it mean to say that is reversible in equilibrium?
Show that is reversible in equilibrium if and only if for all .
(ii) A finite connected graph has vertex set and edge set , and has neither loops nor multiple edges. A particle performs a random walk on , moving at each step to a randomly chosen neighbour of the current position, each such neighbour being picked with equal probability, independently of all previous moves. Show that the unique invariant distribution is given by where is the degree of vertex .
A rook performs a random walk on a chessboard; at each step, it is equally likely to make any of the moves which are legal for a rook. What is the mean recurrence time of a corner square. (You should give a clear statement of any general theorem used.)
[A chessboard is an square grid. A legal move is one of any length parallel to the axes.]