Undergraduate Thesis Or Project
 

Honors - Nick Meredith - Occupation Times.pdf

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https://ir.library.oregonstate.edu/concern/undergraduate_thesis_or_projects/gh93h134g

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  • 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.
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