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math.PR2025
Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant
Andreas E. Kyprianou, Harry S. Mantelos, Victor Rivero
We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well…
math.PR2025
The strong law of large numbers and a functional central limit theorem for general Markov additive processes
Andreas E. Kyprianou, Victor Rivero
In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and inde…