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Recursive Construction of the ,,Past''
 Recall that
 If the pair
is reversible, then the stationary
Markov chain
constructed in
(92)(94) can be tracked back
into the past in the following way.
Theorem 2.14
 Let
be a reversible Markov chain with
state space , transition matrix
and stationary
initial distribution
.
 Then the sequence
defined
by

is
The proof of Theorem 2.14 is quite similar
to the ones given for Theorems 2.11 and 2.13
and is therefore omitted.
Next: Determining the Rate of
Up: Reversibility; Estimates for the
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Ursa Pantle
20060720