Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes (Q5247360): Difference between revisions

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scientific article; zbMATH DE number 6429982

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English	Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes	scientific article; zbMATH DE number 6429982

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instance of

scholarly article

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title

Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes (English)

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Stochastic Analysis and Applications

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publication date

24 April 2015

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zbMATH Keywords

Markov renewal processes

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inhomogeneous semi-Markov processes

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strong law of large numbers

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central limit theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2014.980828

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cites work

Markov Chains

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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model

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A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION

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Quantitative bounds on convergence of time-inhomogeneous Markov chains

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On Functional Central Limit Theorems for Semi-Markov and Related Processes

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Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach

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Q3911791

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On convergence properties of sums of dependent random variables under second moment and covariance restrictions

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Semi-Markov Risk Models for Finance, Insurance and Reliability

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Central Limit Theorem for Nonlinear Semi-Markov Reward Processes

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Strong laws of large numbers for weakly correlated random variables

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Asymptotic behavior of nonhomogeneous semi-Markov systems

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Limit Theorems for Markov Renewal Processes

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Convergence of some time inhomogeneous Markov chains via spectral techniques

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Identifiers

zbMATH Open document ID

1315.60095

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DOI

10.1080/07362994.2014.980828

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5247360

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+Markov Chains
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+Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
+Normal rank
@@ Property / cites work @@
+A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION
+Normal rank
@@ Property / cites work @@
+Quantitative bounds on convergence of time-inhomogeneous Markov chains
+Normal rank
@@ Property / cites work @@
+On Functional Central Limit Theorems for Semi-Markov and Related Processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+On convergence properties of sums of dependent random variables under second moment and covariance restrictions
+Normal rank
@@ Property / cites work @@
+Semi-Markov Risk Models for Finance, Insurance and Reliability
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
+Normal rank
@@ Property / cites work @@
+Strong laws of large numbers for weakly correlated random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of nonhomogeneous semi-Markov systems
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Markov Renewal Processes
@@ Property / cites work: Limit Theorems for Markov Renewal Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of some time inhomogeneous Markov chains via spectral techniques
+Normal rank
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+Publication:5247360