Discrete-Time Semi-Markov Random Evolutions and their Applications
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Publication:4915656
DOI10.1239/aap/1363354109zbMath1271.90106OpenAlexW2077645291MaRDI QIDQ4915656
Anatoliy Swishchuk, Nikolaos Limnios
Publication date: 11 April 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1363354109
Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Processes in random environments (60K37) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Estimation of stationary probability of semi-Markov chains ⋮ Параллельные полумарковские процессы в задачах группового управления объектами ⋮ A semi-martingale representation for a semi-Markov chain with application to finance ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains ⋮ A Semi-Markovian Modeling of Limit Order Markets
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