Cover Image

Tail behavior of Markov-modulated generalized Ornstein-Uhlenbeck processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Alsmeyer, Gerold, Behme, Anita
Format:	Preprint
Published:	2026
Subjects:	Probability 60H25, 60F15, 60K15, 60J25
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A quantitative central limit theorem for the simple symmetric exclusion process
by: Gess, Benjamin, et al.
Published: (2024)

Power-fractional distributions and branching processes
by: Alsmeyer, Gerold, et al.
Published: (2025)

Convergence rates for the $p$-Wasserstein distance of the empirical measures of an ergodic Markov process
by: Schilling, René L., et al.
Published: (2025)

Law equivalence for Ornstein--Uhlenbeck dynamics driven by Lévy noise
by: Kania, Tomasz
Published: (2025)

Failure of the Markov property for stochastic Volterra equations
by: Friesen, Martin, et al.
Published: (2025)

Hydrodynamic Limits of non-Markovian Interacting Particle Systems on Sparse Graphs
by: Ganguly, Ankan, et al.
Published: (2022)

On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)

Stein's method, Gaussian processes and Palm measures, with applications to queueing
by: Barbour, A. D., et al.
Published: (2021)

Stochastic Volterra equations: failure of the time-homogeneous Markov property
by: Friesen, Martin, et al.
Published: (2025)

Diffusion approximation error for queueing systems with general primitives
by: Braverman, Anton, et al.
Published: (2024)

Stein's method for models with general clocks: A tutorial
by: Braverman, Anton, et al.
Published: (2025)

Large deviation principles for the stationary solutions and invariant measures of a class of SPDE with locally monotone coefficients
by: Liu, Yong, et al.
Published: (2026)

Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance
by: Czapla, Dawid, et al.
Published: (2025)

Multi-level reflecting Brownian motion on the half line and its stationary distribution
by: Miyazawa, Masakiyo
Published: (2024)

The stationary distributions of state-dependent diffusions reflected at one and two sides
by: Miyazawa, Masakiyo
Published: (2024)

Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
by: Kirchner, Kristin, et al.
Published: (2023)

Limit theorems for stochastic exponentials of matrix-valued Lévy processes
by: Behme, Anita, et al.
Published: (2024)

On the Law of Large Numbers and Convergence Rates for the Random Projections
by: Vishakha
Published: (2025)

Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
by: Péneau, Axel
Published: (2024)

Sharp approximation and hitting times for stochastic invasion processes
by: Bansaye, Vincent, et al.
Published: (2022)

Mean field limits of large Jackson networks in heavy traffic
by: Atar, Rami
Published: (2026)

Stability of storage processes with general release rates
by: Brešar, Miha, et al.
Published: (2025)

Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025)

On the Law of Large Numbers and Convergence Rates for the Discrete Fourier Transform of Random Fields
by: Vishakha
Published: (2024)

On Rio's proof of limit theorems for dependent random fields
by: Thành, Lê Vǎn
Published: (2024)

Strong existence, pathwise uniqueness and chains of collisions in infinite Brownian particle systems
by: Banerjee, Sayan, et al.
Published: (2025)

Fluctuations of the Atlas model from inhomogeneous stationary profiles
by: Banerjee, Sayan, et al.
Published: (2023)

Almost sure and moment convergence for triangular Pólya urns
by: Janson, Svante
Published: (2024)

A class of locally state-dependent models for forward curves
by: Detering, Nils, et al.
Published: (2025)

Regularity of multiplicative processes on infinite-dimensional Lie groups
by: Behme, Anita, et al.
Published: (2025)

Mean residual life processes and associated submartingales
by: Bogso, Antoine-Marie
Published: (2018)

Stochastic Extinction, An Average Lyapunov Function Approach
by: Foldes, Juraj, et al.
Published: (2024)

Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments
by: Selk, Zachary
Published: (2021)

Weak Error of Dean-Kawasaki Equation with Smooth Mean-Field Interactions
by: Djurdjevac, Ana, et al.
Published: (2025)

Zeros and critical points of Gaussian fields: cumulants asymptotics and limit theorems
by: Ancona, Michele, et al.
Published: (2025)

Genealogical structures under interactive neutral reproduction: factorial moment duality via a Frankenstein process
by: Baake, Ellen, et al.
Published: (2026)

$Λ$-Wright--Fisher processes with general selection and opposing environmental effects: fixation and coexistence
by: Cordero, Fernando, et al.
Published: (2021)

Convergence rate of the occupation measure of classes of ergodic processes toward their invariant distribution in mean Wasserstein distance
by: Pagès, Gilles, et al.
Published: (2026)

A two-size Wright--Fisher model: asymptotic analysis via uniform renewal theory
by: Alsmeyer, Gerold, et al.
Published: (2025)

Convergence of local times of stochastic processes associated with resistance forms
by: Noda, Ryoichiro
Published: (2023)