On the distribution of time spent by a Markov chain at different levels until achieving a fixed state

DOI10.1137/S0040585X97985285zbMATH Open1247.60108OpenAlexW1964455158MaRDI QIDQ2882771FDOQ2882771

Authors: Ya. A. Lyulko 

Publication date: 7 May 2012

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985285

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zbMATH Keywords

Markov chaingeometric distributionlocal timeskew Brownian motionresidence timeDonsker-Prokhorov invariance principleskew random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Cited In (3)

• Limit theorems for local and occupation times of random walks and Brownian motion on a spider
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