Kelly's lemma (nonfiction): Difference between revisions
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In [[Probability theory (nonfiction)|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. | In [[Probability theory (nonfiction)|probability theory]], '''Kelly's lemma''' states that for a stationary continuous time [[Markov chain (nonfiction)|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 [https://en.wikipedia.org/wiki/Frank_Kelly_(mathematician) Frank Kelly]. | The theorem is named after [https://en.wikipedia.org/wiki/Frank_Kelly_(mathematician) Frank Kelly]. | ||
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== Nonfiction cross-reference == | == Nonfiction cross-reference == | ||
* [[Lemma (nonfiction)]] | |||
* [[Markov chain (nonfiction)]] | |||
* [[Mathematician (nonfiction)]] | * [[Mathematician (nonfiction)]] | ||
* [[Mathematics (nonfiction)]] | * [[Mathematics (nonfiction)]] | ||
Latest revision as of 18:35, 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
- Crimes against mathematical constants
- Gnomon algorithm
- Gnomon Chronicles
- Kelly's Lemma - mashup also Kelly's Heroes
- Mathematician
- Mathematics
Nonfiction cross-reference
- Lemma (nonfiction)
- Markov chain (nonfiction)
- Mathematician (nonfiction)
- Mathematics (nonfiction)
- Probability theory (nonfiction)
External links:
- Kelly's lemma @ Wikipedia