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2018 Explicit formula for the density of local times of Markov jump processes
Ruojun Huang, Daniel Kious, Vladas Sidoravicius, Pierre Tarrès
Electron. Commun. Probab. 23: 1-7 (2018). DOI: 10.1214/18-ECP194

Abstract

In this note we show a simple formula for the joint density of local times, last exit tree and cycling numbers of continuous-time Markov chains on finite graphs, which involves the modified Bessel function of the first type.

Citation

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Ruojun Huang. Daniel Kious. Vladas Sidoravicius. Pierre Tarrès. "Explicit formula for the density of local times of Markov jump processes." Electron. Commun. Probab. 23 1 - 7, 2018. https://doi.org/10.1214/18-ECP194

Information

Received: 26 March 2018; Accepted: 13 November 2018; Published: 2018
First available in Project Euclid: 15 December 2018

zbMATH: 07023476
MathSciNet: MR3896828
Digital Object Identifier: 10.1214/18-ECP194

Subjects:
Primary: 60J55, 60J75

JOURNAL ARTICLE
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