COUNTABLE HOMOGENEOUS MARKOV PROCESSESWITH IDENTICAL HITTING DISTRIBUTIONS

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Mo WENCHUAN.COUNTABLE HOMOGENEOUS MARKOV PROCESSESWITH IDENTICAL HITTING DISTRIBUTIONS[J].Chinese Annals of Mathematics B,1980,1(2):245~254
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Authors:

Mo WENCHUAN;
Abstract: A theorem of Blumentbal; Getoor and McKean (1962) states: Let both X (t) and X*(t) be Hunt processes, then they have identical hitting distributions if there exists a continuous random time substitute Z(t) such that X(Z(t) and X*(t) have identical transition functions. In this paper an analogous theorem is established for countable homogeneoue Markov processes with conservative Q-matrix (in general, they are not Hunt processes),and another necessary and sufficient condition is found.

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