Tail behavior of Markov-modulated generalized Ornstein-Uhlenbeck processes

MaRDI QIDQ7212735arXivFDO

Authors Gerold Alsmeyer, Anita Behme

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random operators and equations (aspects of stochastic analysis) (60H25) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15)

arXiv classification

math.PR

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