XII: 22, 310-331, LNM 649 (1978)
WILLIAMS, David
The Q-matrix problem 3: The Lévy-kernel problem for chains (Markov processes)
After solving the Q-matrix problem in 1014, the author constructs here a Markov chain from a Q-matrix on a countable space $I$ which satisfies several desirable conditions. Among them, the following: though the process is defined on a (Ray) compactification of $I$, the Q-matrix should describe the full Lévy kernel. Otherwise stated, whenever the process jumps, it does so from a point of $I$ to a point of $I$. The construction is extremely delicate
Keywords: Markov chains
Nature: Original
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