Compactification of the discrete state space of a Markov process |
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Authors: | Prof J L Doob |
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Institution: | (1) Dept. of Mathematics, University of Illinois, 61801 Urbana, Illinois, USA |
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Abstract: | Summary The countable state space of a Markov chain whose stationary transition probabilities satisfy the continuity condition (1.5) is compactifled to get a state space on which the corresponding processes can be made right continuous with left limits, and strongly Markovian. There is a form of quasi left continuity, modified by the possible presence of branch points. Excessive functions are investigated. |
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