Explicit formula for the density of local times of Markov jump processes

DOI10.1214/18-ECP194zbMath1406.60113arXiv1803.06930MaRDI QIDQ1725481

Pierre Tarrès, Ruojun Huang, Daniel Kious, Vladas Sidoravićius

Publication date: 14 February 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.06930

zbMATH Keywords

modified Bessel functionMarkov jump processcycling numbersdensity of local timeslast-exit trees

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cites Work

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• Occupation time distributions for the telegraph process
• Occupation times and Bessel densities
• Some connections between excursion theory and the discrete Schrödinger equation with random potentials
• Convergence of vertex-reinforced jump processes to an extension of the supersymmetric hyperbolic nonlinear sigma model
• Joint density for the local times of continuous-time Markov chains
• Markov Processes, Gaussian Processes, and Local Times
• Occupation times for two state Markov chains

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