Explicit formula for the density of local times of Markov Jump Processes
classification
🧮 math.PR
keywords
densityformulalocalmarkovtimesbesselchainscontinuous-time
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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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