Markov Sampling

A discrete parameter stochastic process is observed at epochs of visits to a specified state in an independent two‐state Markov chain. It is established that the family of finite dimensional distributions of the process derived in this way, referred to as Markov sampling, uniquely determines the stochastic structure of the original process. Using this identifiability, it is shown that if the derived process is Markov, then the original process is also Markov and if the derived process is strictly stationary then so is the original.