Showing papers on "Subordinator published in 1973"

Homecomings of markov processes

Abstract: If xo is a particular state for a continuous-time Markov process X, the random time set J' = {t; X(t)= xo} 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 fcur cases in a unified way, but they raise different questions and require different modes of description. The distributions of various random quantities associated with .T' can be related to one another by simple and useful formulae. MARKOV PROCESS; REGENERATION; ZERO SET; LOCAL TIME; SUBORDINATOR