Long time behavior of general Markov additive processes

DOI10.30757/ALEA.V22-39MaRDI QIDQ6913878zbMATH OpenFDO

Authors Celal Umut Yaran, Mine Çağlar

Publication date 17 October 2025

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.30757/ALEA.V22-39

zbMATH Keywords

fluctuation theoryLamperti-Kiu transformMarkov additive processesself-similarity

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(1)

• The strong law of large numbers and a functional central limit theorem for general Markov additive processes

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