Occupation time at an interior state of a variable-rate symmetric walk
ID: occupation-time-at-an-interior-state-of-a-variable-rate-symmetric-walk
For a continuous-time Markov chain with absorbing endpoints and rates , the jump chain is a simple symmetric random walk. On leaving , absorption before returning has probability , by gambler's ruin on each side. The geometric return count before absorption and independent rate- holding times give . The rates at other states affect elapsed excursion times but not their return probabilities.
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