  For a sequence in discrete time having stationary independent values
(respectively, random walk) $X$, those random times $R$ of $X$ are
characterized set-theoretically, for which the strict post-$R$ sequence
(respectively, the process of the increments of $X$ after $R$) is independent
of the history up to $R$. For a L\'evy process $X$ and a random time $R$ of
$X$, reasonably useful sufficient conditions and a partial necessary condition
on $R$ are given, for the process of the increments of $X$ after $R$ to be
independent of the history up to $R$.
