most citedJoint density for the local times of continuous-time Markov chains

22 citations · 25 across the 2 of their papers we have counts for

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math.PR2006★ 22 cited

Joint density for the local times of continuous-time Markov chains

David Brydges, Remco van der Hofstad, Wolfgang König

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for…

math.PR2005★ 3 cited

Joint density for the local times of continuous-time Markov chains: Extended version

D. Brydges, R. van der Hofstad, W. Konig

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for…