Geodesic
Convergence of Averaged Occupation Times
Canadian mathematical bulletin, Tome 18 (1975) no. 1, pp. 49-56

Voir la notice de l'article provenant de la source Cambridge

DOI

Let X = {Xt, t ≥ 0} be a stationary Markov process with values in a measurable space (S, B), transition function p, and initial distribution concentrated at a point x ∊ S. The occupation times of a set A ∊ B are defined for t ≥ 0 by where 1A is the indicator function of A. The expected occupation times are given by 
Lamb✝, Charles W. Convergence of Averaged Occupation Times. Canadian mathematical bulletin, Tome 18 (1975) no. 1, pp. 49-56. doi: 10.4153/CMB-1975-010-5
@article{10_4153_CMB_1975_010_5,
     author = {Lamb✝, Charles W.},
     title = {Convergence of {Averaged} {Occupation} {Times}},
     journal = {Canadian mathematical bulletin},
     pages = {49--56},
     year = {1975},
     volume = {18},
     number = {1},
     doi = {10.4153/CMB-1975-010-5},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-010-5/}
}
TY  - JOUR
AU  - Lamb✝, Charles W.
TI  - Convergence of Averaged Occupation Times
JO  - Canadian mathematical bulletin
PY  - 1975
SP  - 49
EP  - 56
VL  - 18
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-010-5/
DO  - 10.4153/CMB-1975-010-5
ID  - 10_4153_CMB_1975_010_5
ER  - 
%0 Journal Article
%A Lamb✝, Charles W.
%T Convergence of Averaged Occupation Times
%J Canadian mathematical bulletin
%D 1975
%P 49-56
%V 18
%N 1
%U http://geodesic.mathdoc.fr/articles/10.4153/CMB-1975-010-5/
%R 10.4153/CMB-1975-010-5
%F 10_4153_CMB_1975_010_5

Cité par Sources :