Duality for a class of continuous-time reversible Markov models

DOI10.1080/02331888.2021.1881098MaRDI QIDQ4987653zbMATH OpenOpenAlexFDO

Authors Freddy Palma, Ramsés H. Mena

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2021.1881098

zbMATH Keywords

transition probabilitiesreversible Markov processtheory of queuesduality for Markov process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25)

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• The concept of duality and applications to Markov processes arising in neutral population genetics models

Cited in

(4)

• Reversibility and equivalence in directed Markov fields
• Markovian interpretations of dual retrieval processes
• Some remarks on the duality of continuous time markov chains
• Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility

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