This is a preview. Log in through your library . Abstract We consider a Markov additive process (MAP) with phase-type jumps, starting at 0. Given a positive level u, we determine the joint ...
Journal of Applied Probability, Vol. 54, No. 2 (JUNE 2017), pp. 444-461 (18 pages) We prove a second-order limit law for additive functionals of a d-dimensional fractional Brownian motion with Hurst ...
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