Backward representation for nonstationary Markov processes with finite state space (Q1329779)
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scientific article; zbMATH DE number 612405
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| English | Backward representation for nonstationary Markov processes with finite state space |
scientific article; zbMATH DE number 612405 |
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Backward representation for nonstationary Markov processes with finite state space (English)
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20 September 1994
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The authors consider the problem of time reversal for a nonstationary continuous-time Markov process with \(k\) states. The approach is strongly based on the backward representation of the Gaussian analog of the original Markov process.
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forward and backward representations
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square integrable martingales
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time reversal
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Markov process
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0.7998698353767395
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0.776010274887085
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0.7710530757904053
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0.76967853307724
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0.7449813485145569
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