Bridges of Markov counting processes. Reciprocal classes and duality formulas
Probability
2022-09-05 v1
Abstract
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.
Keywords
Cite
@article{arxiv.1408.1332,
title = {Bridges of Markov counting processes. Reciprocal classes and duality formulas},
author = {Giovanni Conforti and Christian Léonard and Rüdiger Murr and Sylvie Roelly},
journal= {arXiv preprint arXiv:1408.1332},
year = {2022}
}