Kelly's lemma (nonfiction)

In probability theory, Kelly's lemma states that for a stationary continuous time Markov chain, a process defined as the time-reversed process has the same stationary distribution as the forward-time process.

The theorem is named after Frank Kelly.

Fiction cross-reference

• Crimes against mathematical constants
• Gnomon algorithm
• Gnomon Chronicles
• Kelly's Lemma - mashup also Kelly's Heroes
• Mathematician
• Mathematics

Nonfiction cross-reference

• Lemma (nonfiction)
• Markov chain (nonfiction)
• Mathematician (nonfiction)
• Mathematics (nonfiction)
• Probability theory (nonfiction)

External links:

• Kelly's lemma @ Wikipedia