Markov processes and exponential families on a finite set
We characterize all continuous time Markov processes on a finite set such that their distribution at any instant is in an exponential family with one parameter.
Year of publication: |
1989
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Authors: | Ycart, Bernard |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 4, p. 371-376
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Publisher: |
Elsevier |
Subject: | Markov processes exponential families |
Saved in:
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