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Inference In Reversible Markov Chains, Tara Steuber

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This dissertation describes the research that we have done concerning
reversible Markov chains. We first present definitions for what it means
for a Markov chain to be reversible. We then give applications of where
reversible Markov chains are used and give a brief history of Markov chain
inference. Finally, two journal articles are found in the paper, one that
is already published and another which is currently being submitted.
The first article examines estimation of the one-step-ahead
transition probabilities in a reversible Markov chain on a countable state
space. A symmetrized moment estimator is proposed that exploits the
reversible structure. …