The joint probability density function of the occupation time of a three-state problem

DOI10.2307/3212665MaRDI QIDQ4098446zbMATH OpenOpenAlexFDO

Authors Wei-Shen Hsia

Publication date 1976

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212665

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Cited in

(2)

• Occupation times and Bessel densities
• Occupation times for countable Markov chains. I. Chains with discrete time

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