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Detailed Balance


Detailed balance is the equality of the equilibrium probability flows between each pair of states of a Markov chain. For a transition matrix P and a statistical distribution pi of state probabilities, its equations are

 pi_iP_(ij)=pi_jP_(ji).

Summing over i shows that piP=pi, so detailed balance implies that pi is a stationary distribution. The converse is not generally true. If pi_i>0 for every state, detailed balance makes the Markov chain reversible when initialized with statistical distribution pi (Norris 1997). Reversibility means that the probabilities of finite sequences of consecutive states are unchanged by reversing their order.

For a continuous-time Markov process with a finite set of states and transition rates k_(ij), the corresponding equations are

 pi_ik_(ij)=pi_jk_(ji).

These are the equilibrium conditions around which the minimum entropy production principle is expanded (Maes and Netočný 2007).


See also

Markov Chain, Markov Process, Minimum Entropy Production Principle, Stationary Distribution

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References

Maes, C. and Netočný, K. "Minimum Entropy Production Principle from a Dynamical Fluctuation Law." J. Math. Phys. 48, 053306, 2007. https://doi.org/10.1063/1.2738753.Norris, J. R. Markov Chains. Cambridge, England: Cambridge University Press, 1997.

Cite this as:

Weisstein, Eric W. "Detailed Balance." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/DetailedBalance.html

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