Is it possible to go from a linux splunk instance to a windows splunk instance while retaining all previous index data?
check out http://wiki.splunk.com/Deploy:Migrating_a_Splunk_Install
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As long as the processor has the same endianness and you are not going from 64-bit to 32-bit, you should be fine.
It would be the same hardware just going from CentOS to Windows server