Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window
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Abstract (arXiv)
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.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 11 Jun 2022.
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