Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
DOI10.1007/s11134-020-09673-9zbMath1477.60113arXiv2002.06539OpenAlexW3094965813MaRDI QIDQ2052433
Publication date: 26 November 2021
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.06539
occupation measureasymptotic decay ratemoment generating functionMarkov additive processconvergence domainMarkov-modulated random walk
Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
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