Birth-death chains and the local time of Brownian motion

Authors

  • Greg Markowsky

Keywords:

Birth-death chain, Markov chain, Brownian motion, local time

Abstract

A connection between Brownian motion and birth-death chains is explored. Several results concerning birth-death chains are shown to be consequences of well known results on Brownian motion. DOI: 10.1017/S000497271100284X

Published

2012-04-22

Issue

Vol. 85 No. 3 (2012)

Section

Articles
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