We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at least in a mildly restricted setting, testing identity to a reversible chain reduces to testing to a symmetric chain over a larger state space and recover state-of-the-art sample complexity for the problem.
翻译:我们从单一观测轨迹的参考角度来考虑对可逆的Markov链的特性进行测试的问题。 我们采用了最近引入的混凝土混凝土混凝土的Markov嵌入概念,我们表明,至少在一种轻微限制的环境中,将身份测试到可逆链的测试将降低为在更大的国家空间上对称链的测试,并恢复了这一问题的最新样本复杂性。