论文标题

在有限的时间窗口的极端观测中,在反向时间分配马尔可夫链的分布

Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window

论文作者

Gutierrez-Pachas, Daniel A., Costa, Eduardo F., Vargas, Alessandro N.

论文摘要

在此简短说明中,我们找到了在马尔可夫链的有限时间窗口中被描述为随机过程的分布和过渡概率矩阵的公式,并在该窗口的极端观察了马尔可夫状态。

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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