Structural Properties of Randomized Times.

Abstract

Suppose a measure mu dominated a measure eta in the ordering induced by the excessive functions of a transient Markov process. Rost shows that eta can be represented as the distribution of the process stopped at a randomized optional time and started with initial distribution mu. This paper introduces the shift operator to the class of randomized optional times, inducing the class of randomized quasi-terminal times and that of randomized terminal times. It analyzes the algebraic properties of these classes and obtain some compactness results for the class of randomized quasi-terminal times. Some applications, including remplissage by hitting times are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1984
Accession Number
ADA160214

Entities

People

  • A. F. Karr
  • A. O. Pittenger

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Availability
  • Brownian Motion
  • Computer Science
  • Computers
  • Continuity
  • Convex Sets
  • Inequalities
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Probability
  • Random Variables
  • Sequences
  • Stochastic Processes
  • Structural Properties
  • Theorems
  • Universities

Fields of Study

  • Mathematics

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  • Mathematical Modeling and Probability Theory.
  • Mathematics or Statistics
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