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Journal of Soviet Mathematics

, Volume 27, Issue 5, pp 3022–3038 | Cite as

Occupation times for countable Markov chains. I. Chains with discrete time

  • S. S. Vallander
Article
  • 28 Downloads

Abstract

One obtains the analogues of the “Ray's description” of the local time for one-dimensional Brownian motion, valid for arbitrary homogeneous Markov chains with discrete time and countable state space. Contrary to the case of the Brownian motion, one establishes the absence of the Markov property for the process of the occupation time in the case of the simplest one-dimensional symmetric random walk.

Keywords

Markov Chain State Space Brownian Motion Random Walk Discrete Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Literature cited

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Copyright information

© Plenum Publishing Corporation 1984

Authors and Affiliations

  • S. S. Vallander

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