Backward limits (Q1102034): Difference between revisions

The author raised the question: Start the process at an arbitrary time s and check what happens to its distribution in a fixed time interval [t,\(\infty)\) as the starting time s goes backward to -\(\infty\). Backward limits are considered for time-inhomogeneous regenerative processes introduced by the author [Adv. Appl. Probab. 15, 531-561 (1983; Zbl 0512.60080)]. The existence of a two-sided time-inhomogeneous limit (in the sense of total variation) process, which inherits the regenerative properties, is proved, under regularity conditions on the regeneration times.