The Path Decomposition of Non-reversible Stationary Q Processes
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Graphical Abstract
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Abstract
In this paper, by using the Radon-Nikodym derivation and the Girsanov transformation between Q processes1, we have decomposed the path space of a non-reversible stationary Q process into two parts such that one of which keeps the reversible stationary stream of the process and the other keeps the cyclic stationary stream of the process.
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