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A Time Reversal Study of Exit/Entrance Processes

  • Joanna B. Mitro
Part of the Progress in Probability and Statistics book series (PRPR, volume 9)

Abstract

In [7],[9] Maisonneuve examined "entrance" and "exit" processes associated to a semi-regenerative process (X;M). That is, M is a right closed homogeneous random subset of IR+, and X is M-regenerative:
$${{E}^{x}}\left( {f \circ {{\theta }_{T}}|{{F}_{T}}} \right) = {{E}^{{{{{\rlap{--}{X}}}_{T}}}}}\left( f \right)a.s.{\text{ }}on{\text{ }}\left\{ {T < \infty } \right\}$$
for any stopping time T whose graph [T] is contained in M.

Keywords

Markov Process Time Reversal Markov Property Dual Pair Weak Duality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Birkhäuser Boston, Inc. 1986

Authors and Affiliations

  • Joanna B. Mitro
    • 1
  1. 1.Department of MathematicsUniversity of CincinnatiCincinnatiUSA

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