Moment Generating Functions for Local Times of Symmetric Markov Processes and Random Walks

  • Michael B. Marcus
  • Jay Rosen
Part of the Progress in Probability book series (PRPR, volume 30)


We obtain moment generating functions for the local times of strongly symmetric Markov processes and symmetric random walks via the Dynkin Isomorphism Theorem. This allows us to reduce complex computations involving Markov processes to elementary manipulations of Gaussian random variables.


Markov Process Local Time Moment Generate Function Isomorphism Theorem Continuous Time Markov Process 
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Copyright information

© Springer Science+Business Media New York 1992

Authors and Affiliations

  • Michael B. Marcus
    • 1
  • Jay Rosen
    • 2
  1. 1.Department of MathematicsThe City College of CUNYNew YorkUSA
  2. 2.Department of MathematicsCollege of Staten Island, CUNYStaten IslandUSA

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