Reversible imprecise Markov chains

Škulj, Damjan (author)

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.

• Language: English
• Keywords: reversible Markov chains, imprecise probabilities, joint distributions, ergodicity, time reversal
• Work type: Article
• Typology: 1.01 - Original Scientific Article
• Organization: FDV - Faculty of Social Sciences
• Publication status: Published
• Publication version: Version of Record
• Year: 2026
• Number of pages: 18 str.
• Numbering: Vol. 194
• PID: 20.500.12556/RUL-181278
• UDC: 519.217
• ISSN on article: 0888-613X
• DOI: 10.1016/j.ijar.2026.109672
• COBISS.SI-ID: 273539331
• Publication date in RUL: 30.03.2026

Record is a part of a journal

• Title: International journal of approximate reasoning
• Shortened title: Int. j. approx. reason.
• Publisher: Elsevier
• ISSN: 0888-613X
• COBISS.SI-ID: 14231301

Licences

• License: CC BY 4.0, Creative Commons Attribution 4.0 International
• Link: http://creativecommons.org/licenses/by/4.0/
• Description: This is the standard Creative Commons license that gives others maximum freedom to do what they want with the work as long as they credit the author.

Secondary language

• Language: Slovenian
• Keywords: verjetnosti, Markovski procesi

Projects

• Funder: ARIS - Slovenian Research and Innovation Agency
• Project number: P5-0168
• Name: Družboslovna metodologija, statistika in informatika