Explicit formula for the density of local times of Markov Jump Processes

2018/03/19 by Huang, Ruojun, Kious, Daniel, Sidoravicius, Vladas +1 · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1803.06930

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.

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