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)

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)

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Cited in

(11)

• On non-singular Markov renewal processes with an application to a growth–catastrophe model
• On the first passage time of the parabolic boundary by the Markov random walk
• Large excursions and conditioned laws for recursive sequences generated by random matrices
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Nonlinear Markov renewal theory with statistical applications
• On the nonlinear renewal theorem
• scientific article; zbMATH DE number 1157176 (Why is no real title available?)
• Non-linear Renewal Theory with Stationary Perturbations
• Nonlinear renewal theory for lattice markov random walk
• scientific article; zbMATH DE number 7619246 (Why is no real title available?)
• The Markov Oscillation Problem in Discrete Time

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