Translation Invariant Regenerative Sets and Subprocesses of Markov Processes |
Common terms and phrases
A₁ absolutely continuous compact support conditional independence conditionally independent construct continuous function continuous with respect converges weakly countable number covering process defined Denote discrete distributions of x+ equal Formula Fubini theorem function f I₁ II)-generated set II)-process implies independent increments intervals INVARIANT REGENERATIVE SETS kernel Lebesgue measure Lemma Let f Markov measure Markov property Markov set o-finite measure one-dimensional distributions P₁ P₂ probability measure process w(s process with independent process yt prove random set right side right-continuous satisfies sequence of measures space stationary Markov process stationary process stochastic subject to 1.2 subprocess t.i. set t₁ t₂ Theorem 2.2 transition function transition probabilities TRANSLATION INVARIANT REGENERATIVE Ut₂ V₂ virtue of Lemma weak limit x+,P Y₂ Σ Σ