Functional approximation theorems for controlled renewal processes

DOI10.2307/3215154MaRDI QIDQ4322029zbMATH OpenOpenAlexFDO

Authors T. Konstantopoulos, Spyros N. Papadakis, Jean Walrand

Publication date 20 March 1995

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215154

zbMATH Keywords

functional central limit theoremfunctional law of large numberspoint processesrenewal processesstochastic differential equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Recommendations

• Continuous-time controlled branching processes
• Some limit theorems for controlled branching processes
• Functional limit theorems for compound renewal processes
• scientific article; zbMATH DE number 3969769
• On approximation of value functions for controlled discontinuous random processes

Cited in

(1)

• Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding

This page was built for publication: Functional approximation theorems for controlled renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4322029)