Two-Sided Time-Homogeneous Markov Processes
The purpose of this paper is to discuss conditions under which it is possible to construct a Markov process indexed by IR with random times of birth and death and which is time-homogeneous in both directions.
KeywordsMarkov Process Path Space Weak Duality Loose Sense Nonzero Diagonal Entry
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- 1.B.W. Atkinson. “Two-sided Markov chains.” Preprint (1984).Google Scholar