Stopped Markov chains with stationary occupation times

DOI10.1007/s004400050138zbMath0888.60058OpenAlexW1986878803MaRDI QIDQ1376207

Steven N. Evans, Jim W. Pitman

Publication date: 11 December 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050138

zbMATH Keywords

Laplace transformBrownian motionstopping timelocal timesoccupation timesirreducible Markov chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Related Items

Growth of the Brownian forest