Occupation Times for Markov and Semi-Markov Chains

DOI10.2307/1993742zbMath0122.36602OpenAlexW4234863351MaRDI QIDQ5734797

Harry Kesten

Publication date: 1962

Full work available at URL: https://doi.org/10.2307/1993742

zbMATH Keywords

probability theory

Related Items (13)

Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ On the logarithmic average of additive functionals ⋮ Some results for two-dimensional random walk. II: Additive functionals ⋮ On additive functionals of Markov chains ⋮ Occupation time of a renewal process coupled to a discrete Markov chain ⋮ Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains ⋮ Potential kernel, hitting probabilities and distributional asymptotics ⋮ Strong approximation of additive functionals ⋮ Semi-Markov processes and their applications ⋮ Central limit theorems for the \(\mathbb{Z}^2\)-periodic Lorentz gas ⋮ Large deviations for independent random walks ⋮ A basic result on the integral for birth-death Markov processes ⋮ Limit theorems for additive functionals of random walks in random scenery

Cites Work

• Regenerative stochastic processes
• On Occupation Times for Markoff Processes
• A Note on Doeblin's Central Limit Theorem
• On a Sojourn Time Problem in the Theory of Stochastic Processes
• Markov Renewal Processes with Finitely Many States
• An Occupation Time Theorem for A Class of Stochastic Processes
• Sur deux problèmes de M. Kolmogoroff concernant les chaînes dénombrables
• Contributions to the Theory of Markov Chains. II
• Some Contributions to the Theory of Denumerable Markov Chains
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