Isomorphism theorems for Markov chains.

DOI10.1016/j.spa.2003.09.013zbMath1075.60088MaRDI QIDQ2574639

Nathalie Eisenbaum

Publication date: 29 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2003.09.013

zbMATH Keywords

Gaussian processes; local times; Dynkin's isomorphism theorem

Mathematics Subject Classification ID

60G15: Gaussian processes

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J55: Local time and additive functionals

Related Items

The escape rate of favorite sites of simple random walk and Brownian motion.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong approximation of additive functionals
• Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
• On the most visited sites by a symmetric stable process
• The most visited sites of symmetric stable processes
• A Ray-Knight theorem for symmetric Markov processes.
• No more than three favorite sites for simple random walk
• Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
• A decomposition of Bessel Bridges
• Random Walks and A Sojourn Density Process of Brownian Motion
• Favourite sites of simple random walk