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Last exit times from the boundary of a continuous time Markov chain. (English) Zbl 0363.60051

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J35 Transition functions, generators and resolvents
60J50 Boundary theory for Markov processes
60G17 Sample path properties
60J25 Continuous-time Markov processes on general state spaces
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