Structural Properties of Randomized Times.
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF MATHEMATICAL SCIENCES
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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
- Statistics and Probability