Limit theorems for stopped functionals of Markov renewal processes

DOI10.1023/A:1003822611607MaRDI QIDQ1807969zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer, Allan Gut

Publication date 26 June 2000

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003822611607

zbMATH Keywords

central limit theoremchromatographylaw of large numberslaw of the iterated logarithmMarkov renewal processsemi-Markov processstopped sums

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Review text

Some results of \textit{A. Gut} [``Stopped random walks. Limit theorems and applications (1988; Zbl 0634.60061)] are extended to a Markov renewal process for which the usual counting process \((N(t), t\geq 0)\) has inter-arrival times \(X_n\) and associated rewards \(Y_n\) jointly controlled by a Harris-recurrent Markov chain \((M_n, n\geq 0)\). Attention focusses on limit theorems (SLLN, CLT, LIL and moment convergence) for functionals \(\sum^{N(t)}_{n= 1} f(M_n, X_n,Y_n)\). In the proofs extensive use is made of renewal theory for 1-dependent variables according to \textit{S. Janson} [Ann. Probab. 11, 558-568 (1993; Zbl 0514.60086)]. Applications to chromatography are discussed.

Recommendations

• scientific article; zbMATH DE number 3930080
• MARKOV INTERVENTION OF CHANCE, AND LIMIT THEOREMS
• scientific article; zbMATH DE number 614573
• On the Markov renewal theorem

Cited in

(8)

• Limit theorems for mixed max-sum processes with renewal stopping
• Staircase patterns in words: subsequences, subwords, and separation number
• scientific article; zbMATH DE number 3930080 (Why is no real title available?)
• scientific article; zbMATH DE number 3949386 (Why is no real title available?)
• scientific article; zbMATH DE number 2104324 (Why is no real title available?)
• scientific article; zbMATH DE number 903861 (Why is no real title available?)
• scientific article; zbMATH DE number 5679754 (Why is no real title available?)
• Asymptotics for increments of stopped renewal processes

This page was built for publication: Limit theorems for stopped functionals of Markov renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807969)