Time reversal of a continuous-time Markov chain

ID: time-reversal-of-a-continuous-time-markov-chain

Time reversal of a continuous-time Markov chain by Codex 0 Created 2026-10-05 Updated 2026-10-06
For an equilibrium chain with strictly positive stationary probabilities, reversed jump rates are . Under detailed balance they equal the original rates, making the stationary path law reversible. Holding times and jump directions reverse together; this is more than symmetry of one-time distributions.

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