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