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Showing 1 to 1 of 1 for “"reciprocal characteristics"”.
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Reciprocal classes of continuous time Markov Chains
In this thesis we study reciprocal classes of Markov chains. Given a continuous time Markov chain on a countable state space, acting as reference dynamics, the associated reciprocal class is the set of all probability measures on path space that can be written as a mixture of its bridges. These …