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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1982 Volume 119, Pages 39–61 (Mi znsl3984)

This article is cited in 2 papers

Occupation times for countable Markov chains. I. Chains with discrete time.

S. S. Vallander


Abstract: The analogs of Ray descreption of local time for the onedimensional Brownian motion are obtained, which are true for all countable Markov chains with discrete time and stationary tranition probabilities. Contrary to the case of Brownian motion, the absence of Markov property of the occupation time process in the case of the simplest one-dimensional symmetric random walk is established.

UDC: 519.2



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