Mean occupation times of continuous one-dimensional Markov processes
We give a general method for finding the long-time asymptotic growth rate of mean occupation times of one-dimensional continuous strong Markov processes. The method uses a well-known decomposition of the resolvent, previous work of Kasahara (1975), and some new comparison results. Particular attention is paid to occupation times measured according to a function which is supported on the whole range of the process. We give an extended example concerning isotropic Brownian flows. A companion paper gives several other examples.
Year of publication: |
1997
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Authors: | Zirbel, Craig L. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 69.1997, 2, p. 161-178
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Publisher: |
Elsevier |
Keywords: | Occupation times Markov processes Krein's correspondence |
Saved in:
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