The Annals of Probability

Note on the Ray-Knight Compactification

Joseph Glover

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Abstract

We give an example to show that, given a nonhomogeneous Markov process $X$ on $E$, one cannot, in general, produce a right continuous strong Markov version of $X$ on a compactification of $E$. In particular, the space-time regularization fails to produce one compact Hausdorff state space for the nonhomogeneous process.

Article information

Source
Ann. Probab. Volume 7, Number 3 (1979), 543-546.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176995055

Digital Object Identifier
doi:10.1214/aop/1176995055

Mathematical Reviews number (MathSciNet)
MR528332

Zentralblatt MATH identifier
0398.60074

JSTOR
links.jstor.org

Subjects
Primary: 60J35: Transition functions, generators and resolvents [See also 47D03, 47D07]
Secondary: 60J25: Continuous-time Markov processes on general state spaces

Keywords
Ray-Knight compactification Markov process

Citation

Glover, Joseph. Note on the Ray-Knight Compactification. Ann. Probab. 7 (1979), no. 3, 543--546. doi:10.1214/aop/1176995055. https://projecteuclid.org/euclid.aop/1176995055


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