Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window
arxiv(2022)
摘要
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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关键词
markov chain,cluster observations
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