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Occupation time of a fixed set of states and consolidation of the states of stochastic processes with arbitrary phase space. (Russian) Zbl 0407.60032

Teor. Veroyatn. Mat. Stat. 20, 30-39 (1979).

MSC:

60G07 General theory of stochastic processes
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60K15 Markov renewal processes, semi-Markov processes