Yu Quan XIE
In this paper,we study the basic properties of stationary transition probability of Markov processes on a general measurable space (E,E),such as the continuity,maximum probability,zero point,positive probability set,standardization,and obtain a series of important results such as Continuity Theorem,Representation Theorem,Lévy Theorem and so on.These results are very useful for us to study stationary tri-point transition probability on a general measurable space (E,E).Our main tools such as Egoroff's Theorem,Vitali-Hahn-Saks's Theorem and the theory of atomic set and well-posedness of measure are also very interesting and fashionable.