TY  - JOUR
A1  - Keller, Peter
A1  - Roelly, Sylvie
A1  - Valleriani, Angelo
T1  - On time duality for Markov Chains
JF  - Stochastic models
N2  - For an irreducible continuous time Markov chain, we derive the distribution of the first passage time from a given state i to another given state j and the reversed passage time from j to i, each under the condition of no return to the starting point. When these two distributions are identical, we say that i and j are in time duality. We introduce a new condition called permuted balance that generalizes the concept of reversibility and provides sufficient criteria, based on the structure of the transition graph of the Markov chain. Illustrative examples are provided.
KW  - Time duality
KW  - Detailed balance
KW  - First passage time
KW  - Reversibility
KW  - Permuted balance
KW  - Markov chain
Y1  - 2015
U6  - https://doi.org/10.1080/15326349.2014.969736
SN  - 1532-6349
SN  - 1532-4214
VL  - 31
IS  - 1
SP  - 98
EP  - 118
PB  - Taylor & Francis Group
CY  - Philadelphia
ER  -