Balance function of a flow-level network 2026-10-06
Burke theorem for a multi-server queue 2026-10-06
A stable equilibrium M-M-s queue has a Poisson process of departures with the same rate as its input. Its present population is also independent of past departures, a component of quasireversibility. The birth-death process satisfies detailed balance; reversed upward jumps have a constant arrival rate, so they are generated by an independent Poisson process.
Carrier-sense multiple access 2026-10-06
Carrier-sense multiple access lets a station attempt transmission only when interfering neighbors are inactive. An ideal continuous-time model gives inactive station an exponential attempt rate and unit-rate exponential transmission completions. Detailed balance then gives activation weights on the independent sets of the interference graph.
A single-coordinate Gibbs sampler update preserves the remaining coordinates and independently redraws the selected coordinate from its full conditional distribution. The joint measure of old and new states factors into a marginal and two identical conditional factors, making it symmetric. A fixed-probability mixture of such kernels therefore satisfies detailed balance.
Ehrenfest urn model 2026-10-06
The Ehrenfest urn model moves one uniformly chosen ball between two boxes at each step. For balls, the count in one box is a Markov chain on . Its stationary distribution is , and detailed balance makes it a reversible Markov chain. The chain has period two, but its mean recurrence time to the all-in-one-box state is still .
Involutive Metropolis proposal 2026-10-06
An involutive Metropolis proposal uses a deterministic bijection satisfying . For a volume-preserving and target probability density function , accept with probability . The identity and a change of variables under prove detailed balance. A non-unit Jacobian determinant must be included when volume is not preserved.
Last-exit decomposition for a transient random walk Created 2026-09-24 Updated 2026-09-24
A last-exit decomposition partitions a transient path event according to the final visit to a finite set. Reversing the finite path before that visit and using detailed balance converts last-exit probabilities into hitting probabilities weighted by an equilibrium measure of a finite set.
Metropolis–Hastings algorithm Created 2026-09-24 Updated 2026-09-28
The Metropolis–Hastings algorithm proposes from at state and accepts it with probabilityThis acceptance rule enforces detailed balance with the target density .
Microscopic reversibility 2026-10-05
For an equilibrium process, a path and its physically time-reversed path have equal probability after including their equilibrium starting weights. Conditional on their endpoints, this meansThis is the path version of detailed balance. A time-even order parameter is read backward without changing sign, while a transport flux changes sign. The Onsager--Machlup path probability implements this reversal in a coarse-grained stochastic description.
Model A fluctuation-dissipation relation Created 2026-09-28 Updated 2026-10-05
For nonconserved order-parameter dynamics, microscopic reversibility with equilibrium weight proportional to requiresIndeed the Onsager--Machlup path probability gives . Equating this to the detailed balance value proves the relation. The functional chain rule is understood with the same midpoint convention as the path action.
Past exam of the mathematics course of the University of Cambridge 2004 ib Paper 2 11H Solution Created 2026-09-24 Updated 2026-09-24