Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window
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Publication:6401792
arXiv2206.05607MaRDI QIDQ6401792FDOQ6401792
Daniel A. Gutierrez-Pachas, Eduardo F. Costa, Alessandro N. Vargas
Publication date: 11 June 2022
Abstract: In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state in the extremes of that window.
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