Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk (Q2052433)

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Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
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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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