Mean occupation times of continuous one-dimensional Markov processes

DOI10.1016/S0304-4149(97)00051-3MaRDI QIDQ1275941zbMATH OpenOpenAlexWikidataFDO

Authors Craig L. Zirbel

Publication date 14 January 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00051-3

zbMATH Keywords

Krein's correspondenceMarkov processesoccupation times

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)

Review text

The author gives a general method for finding the long-time asymptotic growth rate of mean occupation times of one-dimensional strong Markov processes. This method starts from a well-known decomposition of the resolvent [\textit{Y. Kasahara}, Japan J. Math., new Ser. 1, 67-84 (1975; Zbl 0348.60113)] as well as from some new comparison results. Special attention is paid to the occupation times measured according to a function, which is supported on the whole range of the Markov process. An extended example on isotropic Brownian flows is given to illustrate the use of the method.

Recommendations

• Occupation times in markov processes
• On occupation times of one-dimensional diffusions
• The Markov property of the occupation time for discrete Markov processes
• Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
• On the Markov property of the occupation time for continuous-time inhomogeneous Markov chains
• Occupation time theorems for a class of one-dimensional diffusion processes
• Statistics of the occupation time for a class of Gaussian Markov processes
• Occupation time theorems for one-dimensional random walks and diffusion processes in random environments

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Cited in

(8)

• Occupation time densities for stable-like processes and other pure jump Markov processes
• Translation and dispersion of mass by isotropic Brownian flows
• Mutual winding angles of particles in Brownian stochastic flows with top Lyapunov exponent equal to zero
• Superprocesses over a stochastic flow
• Statistics of the occupation time for a class of Gaussian Markov processes
• Occupation measure functionals in merging phase space
• ROTATION OF PARTICLES IN POLARIZED BROWNIAN FLOWS
• OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE

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