Accession Number:

ADA160214

Title:

Structural Properties of Randomized Times.

Descriptive Note:

Interim rept.,

Corporate Author:

JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1984-12-01

Pagination or Media Count:

37.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE