Abstract

The results, published by the author in Zap. Nauchn. Sem. Leningr. Otd. Mat. Inst., Vol. 119, on finite-dimensional distributions of the field of occupation time for Markov chains with discrete time are carried over to the nonhomogeneous case. There is given a scheme for the description of conditional finite-dimensional distributions of such a random field, generalizing to nonhomogeneous chains the previously obtained analogue of the “Ray description” of the local time for a one-dimensional Brownian motion.

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