One-point extensions of Markov processes by darning
β Scribed by Zhen-Qing Chen; Masatoshi Fukushima
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 527 KB
- Volume
- 141
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
A point process .A~ on R+ can be represented by the associated counting process (it; teR+) or by the associated sequence of jump times (%; n~Z+) and in accordance may possess two types of Markov property. The present paper first clarifies their mutual dependence, leading in particular to the notion
The "splitting techniques" for MARKOV chains developed by NUMMELIN (197th) :tnd QTHREYA and NET (1978 b) are used to derive an imbedded renewal process in WOLD'S point process with MARKov-correlated intervals. This leads to a simple proof of renewal theorems for snch processes. I n particular, a key