Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
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Cites work
- A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
- An alternative approach to the analysis of finite semi-markov and related processes
- Functional limit theorems for dependent variables
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 2237386 (Why is no real title available?)
- Limit theorems for cumulative processes
- Limit Theorems for Markov Renewal Processes
- Markov renewal theory
- Necessary conditions in limit theorems for cumulative processes.
- On Functional Central Limit Theorems for Semi-Markov and Related Processes
- Reward processes for semi-Markov processes: asymptotic behaviour
- Reward processes with nonlinear reward functions
Cited in
(11)- Asymptotic behavior of multivariate reward processes with nonlinear reward functions
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Central limit theorem for nonlinear Hawkes processes
- On Functional Central Limit Theorems for Semi-Markov and Related Processes
- Estimation for discrete-time semi-Markov reward processes: analysis and inference
- scientific article; zbMATH DE number 3940330 (Why is no real title available?)
- Reliability of manufacturing equipment in~complex~environments
- Central limit theorems for multivariate semi-Markov sequences and processes, with applications
- On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes
- Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes
- Analysis of semi-Markov reward processes motivated by ramp rate limitation in wind farms
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