Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk (Q2052433)
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scientific article; zbMATH DE number 7433972
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| English | Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk |
scientific article; zbMATH DE number 7433972 |
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Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk (English)
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26 November 2021
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Markov-modulated random walk
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Markov additive process
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occupation measure
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asymptotic decay rate
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moment generating function
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convergence domain
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0.7332074046134949
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0.7169009447097778
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0.7101233601570129
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0.7092841267585754
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0.7070654630661011
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