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arXiv:1803.06930 [math.PR]AbstractReferencesReviewsResources

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

Ruojun Huang, Daniel Kious, Vladas Sidoravicius, Pierre Tarrès

Published 2018-03-19Version 1

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.

Categories: math.PR
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