A supplement to “Markov processes with identical hitting distributions”
Robert Blumenthal, R. K. Getoor, Henry P. McKean · Illinois Journal of Mathematics · 1963
To start with, let {Ni} be a family of open sets with compact closures forming a base for the topology of E, and let v(x) fo e-' P(t, x, ) dt.The sets Uij Ni n {v > l/j}, as i and j range over the positive integers, form a nearly open cover of E. If W. denotes .