Markov Additive Processes I. Eigenvalue Properties and Limit Theorems
Work
Year: 1987
Type: article
Abstract: We consider a Markov additive process $\{(X_n, S_n): n = 0, 1,\ldots\}$, where $\{X_n\}$ is a M.C. on a general state space and $S_n$ is an $\mathbb{R}^d$-valued additive component. Limit theory for $... more
Source: The Annals of Probability
Authors Peter Ney, Esa Nummelin
Cites: 18
Cited by: 178
Related to: 10
FWCI: 3.672
Citation percentile (by year/subfield): 97.24
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze