Occupation times and Bessel densities
نویسندگان
چکیده
Consider a Markov process with countably many states. In order to find a one-state occupation time distribution, we use a combination of Fourier and Laplace transforms in the way that allows for the inversion of the Fourier transform. We derive a closed-form expression for the occupation time distribution in the case of a simple continuous time random walk on Z and represent the one state occupation density of a reversible process as a mixture of Bessel densities. Primary Subjects: 60J35, 47N30, 47N20, 33C90, 33C10
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