I think you’re mistaking “investigation” with “prosecution” or something else. The cops can investigate literally anyone. You can hire a PI to investigate anyone.
There are limits however on what investigative actions can be legally taken by cops based on the evidence they have. Even with no evidence, they can still do things like interview people who know the POI, even follow them around in public. They can’t, for example, detain them and beat a confession out of them, or search their house willy nilly.
I think you’re mistaking “investigation” with “prosecution” or something else. The cops can investigate literally anyone. You can hire a PI to investigate anyone.
There are limits however on what investigative actions can be legally taken by cops based on the evidence they have. Even with no evidence, they can still do things like interview people who know the POI, even follow them around in public. They can’t, for example, detain them and beat a confession out of them, or search their house willy nilly.