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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2013 Volume 412, Pages 88–108 (Mi znsl5654)

This article is cited in 1 paper

Markov property of the occupation time for countable Markov chains

A. A. Vorotov

St. Petersburg State University, St. Petersburg, Russia

Abstract: The paper deals with the Markov property for the occupation time process for homogeneous Markov chain with continuous time and countable state space. The well-known result that the Markov property is valid for random walk on a tree is generalized on the case of random walk on arbitrary graph.

Key words and phrases: occupation time, Markov property, Green function.

UDC: 519.2

Received: 20.11.2012


 English version:
Journal of Mathematical Sciences (New York), 2015, 204:1, 55–68

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