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Convergence of Averaged Occupation Times

Published online by Cambridge University Press:  20 November 2018

Charles W. Lamb✝
Charles W. Lamb✝*
Affiliation:
University of British Columbia, Vancouver, British Columbia
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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

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 18 , Issue 1 , April 1975 , pp. 49 - 56
Copyright
Copyright © Canadian Mathematical Society 1975

References

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