{ "id": "1803.06930", "version": "v1", "published": "2018-03-19T14:00:39.000Z", "updated": "2018-03-19T14:00:39.000Z", "title": "Explicit formula for the density of local times of Markov Jump Processes", "authors": [ "Ruojun Huang", "Daniel Kious", "Vladas Sidoravicius", "Pierre Tarrès" ], "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2018-03-19T14:00:39.000Z" } ], "analyses": { "keywords": [ "markov jump processes", "local times", "explicit formula", "continuous-time markov chains", "simple formula" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }