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Forwards and backwards models for finite-state Markov processes
Published online by Cambridge University Press: 01 July 2016
Abstract
The construction and properties of reversible and dynamically reversible models for finite-state Markov processes are studied. Certain results on approximating processes with rational power spectra with dynamically reversible finite-state models are also obtained.
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- Research Article
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- Copyright © Applied Probability Trust 1979
Footnotes
This work was supported by the U.S. Army Research Office, Grant DAAG29-77-C-0042, by the Australian Research Grants Committee, National Science Foundation under U.S.–Australian Cooperative Science Program, and by the Air Force Office of Scientific Research, Air Force Systems Command, under Contract AF44-620-74-C-0068.
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