Reciprocal processes. A measure-theoretical point of view
Reciprocal processes. A measure-theoretical point of view
The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal process. The structures of Markov and reciprocal processes are recalled with emphasis on their time-symmetries. A review of …