Discrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals

DOI10.1080/03610926.2011.581160zbMath1315.60039MaRDI QIDQ2890075

Nikolaos Limnios

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581160

zbMATH Keywords

estimation; diffusion approximation; additive functional; random evolution; averaging; difference equation; stationary probability; semi-Markov chain; fluid consistency

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G99: Stochastic processes

60F17: Functional limit theorems; invariance principles

60J57: Multiplicative functionals and Markov processes

Related Items

Discrete-Time Semi-Markov Random Evolutions and their Applications, Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process, Estimation of stationary probability of semi-Markov chains

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