Joint density for the local times of continuous-time Markov chains

DOI10.1214/009171906000001024zbMath1127.60076arXivmath/0611525MaRDI QIDQ2373567

Wolfgang König, Remco van der Hofstad, David C. Brydges

Publication date: 12 July 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611525

zbMATH Keywords

density; local times; Ray-Knight theorem; Varadhan's lemma; large deviation upper bound

Mathematics Subject Classification ID

60J27: Continuous-time Markov processes on discrete state spaces

60J55: Local time and additive functionals

Related Items

The universality classes in the parabolic Anderson model

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