Abstract:
Let (Px) be a λ-continuous and λ-regular semi-Markov process on a complete separable
locally compact metric space X and let Aλ=A0+Aλ1⋅I be the λ-characteristical operator of the process. If λRλφ→φ (λ→∞) uniformly on X where φ∈C0 and Rλ is the resolvent operator of the process and if Aλ1 is continuous negative function on X, A0+1=0, Aλ1→−∞ (λ→∞) then for all λ0>0 there exists a Markov process which differs from (Px) by random change of time only. The operator ¯A=−(λ0/Aλ0) is an infinitesimal operator of the Markov process and
at(λ)=λ0∫t0Aλ1Aλ01∘πsds(λ>0)
(πs(ξ)=ξ(s), ξ is a trajectory of the process) is a Laplace family of additive functionals which determines the random change of time.
Citation:
B. P. Harlamov, “Representation of a semi-Marcov process as a time changed Markov process”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 653–667; Theory Probab. Appl., 28:3 (1984), 688–702