Joint density for the local times of continuous-time Markov chains

DOI10.1214/009171906000001024zbMath1127.60076arXivmath/0611525OpenAlexW3105645073MaRDI QIDQ2373567

Remco van der Hofstad, David C. Brydges, Wolfgang König

Publication date: 12 July 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611525

zbMATH Keywords

densitylocal timesRay-Knight theoremVaradhan's lemmalarge deviation upper bound

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Related Items (8)

The universality classes in the parabolic Anderson model ⋮ Self-intersection local times of random walks: exponential moments in subcritical dimensions ⋮ Annealed scaling for a charged polymer in dimensions two and higher ⋮ Explicit formula for the density of local times of Markov jump processes ⋮ Estimating the counterparty risk exposure by using the Brownian motion local time ⋮ Upper tails of self-intersection local times of random walks: survey of proof techniques ⋮ The geometry of random walk isomorphism theorems ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A necessary and sufficient condition for the Markov property of the local time process
• Gaussian and non-Gaussian random fields associated with Markov processes
• Polynomials of the occupation field and related random fields
• An application of Berezin integration to large deviations
• Annealed deviations of random walk in random scenery
• The universality classes in the parabolic Anderson model
• Some connections between excursion theory and the discrete Schrödinger equation with random potentials
• Correlation structure of intermittency in the parabolic Anderson model
• A variational characterization of the speed of a one-dimensional self- repellent random walk
• Dynkin's isomorphism theorem and the Ray-Knight theorems
• On the Markov property of local time for Markov processes on graphs
• Green's function for a hierarchical self-avoiding walk in four dimensions
• Branched polymers and dimensional reduction
• A Ray-Knight theorem for symmetric Markov processes.
• Long-time tails in the parabolic Anderson model with bounded potential
• The Grassmann-Berezin calculus and theorems of the matrix-tree type
• Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
• Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• Sojourn times of diffusion processes
• On the Ray-Knight Markov Property of Local Times
• Asymptotic evaluation of certain markov process expectations for large time, I
• On Large Deviations from the Invariant Measure
• A General Integral Representation Result for Continuum Limits of Discrete Energies with Superlinear Growth
• Random Walks and A Sojourn Density Process of Brownian Motion

This page was built for publication: Joint density for the local times of continuous-time Markov chains