Reversible imprecise Markov chains

Škulj, Damjan (avtor)

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a theoretical framework for reversible imprecise Markov chains. We focus on their structural properties and their representation through joint distribution matrices. Adopting the complete independence interpretation, we reverse every precise chain compatible with a given imprecise Markov chain specification. Since the reversed ensemble generally cannot be encoded by the usual forward model defined by an imprecise initial distribution and a set of transition matrices, we introduce a symmetric representation based on credal sets of two-step joint distribution (or edge measure) matrices. This strictly more expressive framework naturally admits the reversal operation and reduces reversibility to simple matrix symmetry. Moreover, forward and reverse dynamics can be described simultaneously within a single closed convex set, providing a unified structural basis for the analysis of expectations of path-dependent functionals. We illustrate the theory with random walks on graphs and discuss computational approaches for evaluating lower and upper expectations of such functionals.

• Jezik: Angleški jezik
• Ključne besede: reversible Markov chains, imprecise probabilities, joint distributions, ergodicity, time reversal
• Vrsta gradiva: Članek v reviji
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: FDV - Fakulteta za družbene vede
• Status publikacije: Objavljeno
• Različica publikacije: Objavljena publikacija
• Leto izida: 2026
• Št. strani: 18 str.
• Številčenje: Vol. 194
• PID: 20.500.12556/RUL-181278
• UDK: 519.217
• ISSN pri članku: 0888-613X
• DOI: 10.1016/j.ijar.2026.109672
• COBISS.SI-ID: 273539331
• Datum objave v RUL: 30.03.2026

Gradivo je del revije

• Naslov: International journal of approximate reasoning
• Skrajšan naslov: Int. j. approx. reason.
• Založnik: Elsevier
• ISSN: 0888-613X
• COBISS.SI-ID: 14231301

Licence

• Licenca: CC BY 4.0, Creative Commons Priznanje avtorstva 4.0 Mednarodna
• Povezava: http://creativecommons.org/licenses/by/4.0/deed.sl
• Opis: To je standardna licenca Creative Commons, ki daje uporabnikom največ možnosti za nadaljnjo uporabo dela, pri čemer morajo navesti avtorja.

Sekundarni jezik

• Jezik: Slovenski jezik
• Ključne besede: verjetnosti, Markovski procesi

Projekti

• Financer: ARIS - Javna agencija za znanstvenoraziskovalno in inovacijsko dejavnost Republike Slovenije
• Številka projekta: P5-0168
• Naslov: Družboslovna metodologija, statistika in informatika