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Homecomings of Markov processes

Published online by Cambridge University Press:  01 July 2016

J. F. C. Kingman
J. F. C. Kingman*
Affiliation:
University of Oxford
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Abstract

If x0 is a particular state for a continuous-time Markov process X, the random time set is often of both practical and theoretical interest. Ignoring trivial or pathological cases, there are four different types of structure which this random set can display. To some extent, it is possible to treat all four cases in a unified way, but they raise different questions and require different modes of description. The distributions of various random quantities associated with can be related to one another by simple and useful formulae.

Keywords

MARKOV PROCESSREGENERATIONZERO SETLOCAL TIMESUBORDINATOR
Type
Research Article
Information
Advances in Applied Probability , Volume 5 , Issue 1 , April 1973 , pp. 66 - 102
Copyright
Copyright © Applied Probability Trust 1973 

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