scientific article; zbMATH DE number 175843
[For the entire collection see Zbl 0746.00029.] In the method of extension of an arbitrary Markov process to a Feller process the so called Gel'fand compactification \(\gamma X\) of the initial phase space \(X\) is exploited [the first author, Topologicheskie Prostranstva Otobrazheniya 5, 18-33 (1981; Zbl 0477.60061)]. In this paper the description of the Gel'fand compactification of a metrizable space as a space of ultrafilters with a certain topology is suggested. It is proved, that between the closed sets of \(\gamma X\) and the filters in \(X\) a natural one-to-one correspondence exists. One of the first papers essentially investigating this approach was [\textit{P. S. Aleksandrov}, Mat. Sb., Nov. Ser. 5, 403-423 (1939; Zbl 0022.41202)]. An evident formula for computing the transition function of the Markov operator on the compactification is proposed. On the base of this formula a criterion for the existence of an invariant purely finitely-additive measure is deduced.
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