Kelly's lemma (nonfiction): Difference between revisions

From Gnomon Chronicles
Jump to navigation Jump to search
No edit summary
No edit summary
 
Line 19: Line 19:
== Nonfiction cross-reference ==
== Nonfiction cross-reference ==


* [[Lemma (nonfiction)
* [[Lemma (nonfiction)]]
* [[Markov chain (nonfiction)]]
* [[Markov chain (nonfiction)]]
* [[Mathematician (nonfiction)]]
* [[Mathematician (nonfiction)]]

Latest revision as of 19:35, 25 March 2019

In probability theory, Kelly's lemma states that for a stationary continuous time Markov chain, a process defined as the time-reversed process has the same stationary distribution as the forward-time process.

The theorem is named after Frank Kelly.

In the News

Fiction cross-reference

Nonfiction cross-reference

External links: