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Zapiski Nauchnykh Seminarov LOMI, 1982, Volume 119, Pages 39–61 (Mi znsl3984)  

This article is cited in 2 scientific papers (total in 2 papers)

Occupation times for countable Markov chains. I. Chains with discrete time.

S. S. Vallander
Citations (2)
Abstract: The analogs of Ray descreption of local time for the onedimensional Brownian motion are obtained, which are true for all countable Markov chains with discrete time and stationary tranition probabilities. Contrary to the case of Brownian motion, the absence of Markov property of the occupation time process in the case of the simplest one-dimensional symmetric random walk is established.
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: S. S. Vallander, “Occupation times for countable Markov chains. I. Chains with discrete time.”, Problems of the theory of probability distributions. Part VII, Zap. Nauchn. Sem. LOMI, 119, "Nauka", Leningrad. Otdel., Leningrad, 1982, 39–61
Citation in format AMSBIB
\Bibitem{Val82}
\by S.~S.~Vallander
\paper Occupation times for countable Markov chains. I.~Chains with discrete time.
\inbook Problems of the theory of probability distributions. Part~VII
\serial Zap. Nauchn. Sem. LOMI
\yr 1982
\vol 119
\pages 39--61
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl3984}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=666085}
\zmath{https://zbmath.org/?q=an:0499.60073}
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  • https://www.mathnet.ru/eng/znsl3984
  • https://www.mathnet.ru/eng/znsl/v119/p39
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