This article is cited in 2 papers

Markov processes with majorized hitting probabilities

M. G. Shur

Moscow

Abstract: We investigate the correspondence between two Markov processes one of which has its hitting probabilities majorizing those of the other process. The latter is proved under certain assumptions to be stochastically equivalent to a process which can be constructed by means of a random time change in some subprocess of the former process.

Received: 16.02.1965

 English version: Theory of Probability and its Applications, 1966, 11:2, 229–248

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