Homecomings of Markov processes
J. F. C. Kingmán · Advances in Applied Probability · 1973
Ifx0is a particular state for a continuous-time Markov processX, the random time set is often of both practical and theoretical interest. Ignoring trivial or pathological cases, there are four different types of structure which this random set can display. To some extent, it is possible to treat all four cases in a unified way, but they raise different questions and require different modes of description. The distributions of various random quantities associated with can be related to one another by simple and useful formulae.