Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

DOI10.1007/BF00994260zbMath0802.60078OpenAlexW2004954126MaRDI QIDQ1323521

Dmitrii S. Silvestrov

Publication date: 1 June 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00994260

zbMATH Keywords

Markov renewal processesregenerative processesrate of convergence resultscoupling proceduressemi-Markov renewal equations

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items (11)

Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Improved Asymptotics for Ruin Probabilities ⋮ On Strong Bounds of Rate of Convergence for Regenerative Processes ⋮ Superposed continuous renewal processes: A Markov renewal approach ⋮ Reward algorithms for semi-Markov processes ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ Perturbed Markov chains with damping component ⋮ Hitting time and convergence rate bounds for symmetric Langevin diffusions ⋮ Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization ⋮ Coupling and ergodic theorems for Markov chains with damping component ⋮ Recurrence relations for generalized hitting times for semi-Markov processes

Cites Work

• On Coupling of continuous-time renewal processes
• A maximal coupling for Markov chains
• On coupling of Markov chains
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