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Zapiski Nauchnykh Seminarov POMI, 2013, Volume 412, Pages 88–108
(Mi znsl5654)
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This article is cited in 1 scientific paper (total in 1 paper)
Markov property of the occupation time for countable Markov chains
A. A. Vorotov St. Petersburg State University, St. Petersburg, Russia
Abstract:
The paper deals with the Markov property for the occupation time process for homogeneous Markov chain with continuous time and countable state space. The well-known result that the Markov property is valid for random walk on a tree is generalized on the case of random walk on arbitrary graph.
Key words and phrases:
occupation time, Markov property, Green function.
Received: 20.11.2012
Citation:
A. A. Vorotov, “Markov property of the occupation time for countable Markov chains”, Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, POMI, St. Petersburg, 2013, 88–108; J. Math. Sci. (N. Y.), 204:1 (2015), 55–68
Linking options:
https://www.mathnet.ru/eng/znsl5654 https://www.mathnet.ru/eng/znsl/v412/p88
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Abstract page: | 136 | Full-text PDF : | 39 | References: | 39 |
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