Nonlinear renewal theory for Markov random walks

DOI10.1016/0304-4149(93)00005-ZzbMATH Open0816.60068MaRDI QIDQ1343594FDOQ1343594

Authors: Vincent F. Melfi 

Publication date: 6 July 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

overshootMarkov renewal theorymachine breakdownProkhorov metricHarris chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Cites Work

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• Nonlinear Markov renewal theory with statistical applications
• On the nonlinear renewal theorem

Cited In (11)

• On the nonlinear renewal theorem
• On non-singular Markov renewal processes with an application to a growth–catastrophe model
• Large excursions and conditioned laws for recursive sequences generated by random matrices
• On the first passage time of the parabolic boundary by the Markov random walk
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Title not available (Why is that?)
• The Markov Oscillation Problem in Discrete Time
• Nonlinear Markov renewal theory with statistical applications
• Title not available (Why is that?)
• Non-linear Renewal Theory with Stationary Perturbations
• Nonlinear renewal theory for lattice markov random walk

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