Limit theorems of occupation times for Markov processes

DOI10.2977/prims/1195190379zbMath0367.60094OpenAlexW2006214117MaRDI QIDQ1242386

Yuji Kasahara

Publication date: 1977

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195190379

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (11)

Occupation times in systems of null recurrent Markov processes ⋮ Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ Spectral theory of a string ⋮ A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation ⋮ On the Green functions of 1-dimensional diffusion processes ⋮ Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension ⋮ On limit processes for a class of additive functional of recurrent diffusion processes ⋮ A second order limit law for occupation times of the Cauchy process ⋮ Functional limit theorem for occupation time processes of intermittent maps ⋮ Mean occupation times of continuous one-dimensional Markov processes ⋮ Large time asymptotics for fundamental solutions of diffusion equations

Cites Work

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• Limit theorems for random walks, birth and death processes, and diffusion processes
• On Occupation Times for Markoff Processes

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