On the Distribution of Time Spent by a Markov Chain at Different Levels Until Achieving a Fixed State

DOI10.1137/S0040585X97985285zbMath1247.60108OpenAlexW1964455158MaRDI QIDQ2882771

Ya. A. Lyul'ko

Publication date: 7 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985285

zbMATH Keywords

residence timeMarkov chainlocal timegeometric distributionskew Brownian motionDonsker-Prokhorov invariance principleskew random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Related Items (1)

Limit theorems for local and occupation times of random walks and Brownian motion on a spider

This page was built for publication: On the Distribution of Time Spent by a Markov Chain at Different Levels Until Achieving a Fixed State