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

DOI10.1137/S0040585X97985285MaRDI QIDQ2882771zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 3872427
• The distribution of mixing times in Markov chains
• Distribution of traversal time relative to sequences of states in a semi- Markov process
• Waiting time distributions associated with runs of fixed length in two-state Markov chains
• Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
• Expected Times for Reaching a Level for Range Type Functionals of a Markov Chain
• Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period

Cited in

(3)

• Limit theorems for local and occupation times of random walks and Brownian motion on a spider
• scientific article; zbMATH DE number 3862182 (Why is no real title available?)
• scientific article; zbMATH DE number 3881615 (Why is no real title available?)

This page was built for publication: On the distribution of time spent by a Markov chain at different levels until achieving a fixed state

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2882771)