A time-reversibility relationship between two Markov chains with exponential stationary distributions

DOI10.2307/3214450zbMath0646.60076OpenAlexW4251449874MaRDI QIDQ5903664

Michael R. Chernick, Daryl J. Daley, R. P. Littlejohn

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214450

zbMATH Keywords

stationaryautoregressive structureexponential autoregressive processexponential minification process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Modelling some stationary Markov processes and related characterizations ⋮ A reversibility relationship ⋮ A mixed stationary autoregressive model with exponential marginals

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