Occupation times in markov processes

DOI10.1080/15326340008807601zbMath0966.60063OpenAlexW2023394487MaRDI QIDQ4526206

Bruno Sericola

Publication date: 6 August 2001

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00072852/file/RR-3806.pdf

zbMATH Keywords

order statisticsMarkov chainPoisson processoccupation timesfinite-state Markov processforward and backward equations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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