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Kolmogorov's criterion : ウィキペディア英語版 | Kolmogorov's criterion In probability theory, Kolmogorov's criterion, named after Andrey Kolmogorov, is a theorem giving a necessary and sufficient condition for a Markov chain or continuous-time Markov chain to be stochastically identical to its time-reversed version. ==Discrete-time Markov chains==
The theorem states that a Markov chain with transition matrix ''P'' is reversible if and only if its transition probabilities satisfy : for all finite sequences of states : Here ''pij'' are components of the transition matrix ''P'', and ''S'' is the state space of the chain.
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