M. Boguna et al., The asymptotic form of the probability density of sojourn times in randomly changing multistate systems, PHYSICA A, 284(1-4), 2000, pp. 13-22
Recent investigations, motivated by applications to the interpretation of k
inetic records of single molecules that randomly change their states, have
shown that if the data is from a single state only, the asymptotic form of
the probability density for the residence time in that state is Gaussian. I
n this paper we extend the formalism to show that when data is available fr
om several states the joint density for any subset of them is a multivariat
e Gaussian. (C) 2000 Elsevier Science B.V. All rights reserved.