Police continued their investigation Thursday into a series of murders that include the deaths of a mother and her two young daughters in Kumagaya, Saitama Prefecture, suspecting the possible involvement of a 30-year-old Peruvian man they questioned days earlier.

The man, identified as Jonathan Nakada, who is unemployed with no fixed abode, sustained a skull fracture after falling out of a window and remains in a critical condition. He was taken into custody by the police at around 5:30 p.m. Wednesday after apparently breaking into a home with a knife, where Miwako Kato, 41, and her daughters, Misaki, 10, and Haruka, 7, were found stabbed to death, the police said. Their bodies were found in a closet.

On Sunday, before the murders occurred, the Saitama Prefecture Police questioned Nakada on a voluntary basis following a tipoff from a fire station about "a foreigner mumbling something in a smattering of Japanese." He apparently told the officers that he wanted to go back to Peru. But the police lost track of him after he ran away when he was allowed to go for a cigarette break in a smoking area at the Kumagaya police station.