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Title: | Computing occupation times with integral equations |
Authors: | Kovchegov, Yevgeniy |
Keywords: | Markov process |
Issue Date: | 16-Oct-2013 |
Description: | Consider a simple Markov process on [0,T]. The occupation times were extensively studied in the case of T increasing to infinity. Here we develop a method of computing the distribution for occupation times when T is small via integral equations and integral transforms. |
URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1957/6292 |
Other Identifiers: | http://hdl.handle.net/1957/6292 |
Appears in Collections: | ScholarsArchive@OSU |
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