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Filtering by: Creator Kovchegov, Yevgeniy Degree Name Honors Bachelor of Science (H.B.S.)

Computing occupation times with integral equations

Creator:

Meredith, Nick

Abstract:

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.

Resource Type:

Honors College Thesis