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Detailed balance without rapid convergence

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Reversible Markov chain Detailed balance
2026-10-25  0 By others on same topic  0 Discussions Create my own version
Detailed balance does not imply that a Markov chain is an irreducible Markov chain: the identity transition matrix is reversible for every probability distribution. Even for an irreducible Markov chain with aperiodicity, the two-state matrix with diagonal 1−ε and off-diagonal ε, 0<ε<1/2, has uniform stationary distribution and nontrivial eigenvalue 1−2ε. From either fixed state its total variation distance after n steps is 21​(1−2ε)n, so convergence can be arbitrarily slow. Invariance, reachability and mixing time are distinct questions.

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  • Past exam of the MSc in advanced computer science course of the University of Oxford / 2021 / Bayesian statistical probabilistic programming / 1 / c / Solution

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