# ON OCCUPATION TIMES FOR MARKOFF PROCESSES

@article{Darling1957ONOT, title={ON OCCUPATION TIMES FOR MARKOFF PROCESSES}, author={Donald Darling and Mark Kac}, journal={Transactions of the American Mathematical Society}, year={1957}, volume={84}, pages={444-458} }

where u(t) is a suitable normalization. If V(x) is the characteristic function of a set, ftaV(x(r))dT is the occupation time of the set. The principal result is that under suitable (but quite general) conditions the limiting distribution must be the Mittag-Leffler distribution (of an appropriate index). The method of proof is equally applicable to Markoff chains and, in particular, to sums of independent, identically distributed random variables. We thus obtain a considerable generalization and…

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