On Functional Central Limit Theorems for Semi-Markov and Related Processes

DOI10.1081/STA-120028680zbMATH Open1114.60320MaRDI QIDQ3155274FDOQ3155274

Authors: Peter J. Haas, Peter W. Glynn 

Publication date: 14 January 2005

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

Recommendations

• Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
• Central limit theorems for multivariate semi-Markov sequences and processes, with applications
• Central limit theorem for hitting times of functionals of Markov jump processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Markov chains and stochastic stability
• Title not available (Why is that?)
• Title not available (Why is that?)
• Functional limit theorems for dependent variables
• A Liapounov bound for solutions of the Poisson equation
• Title not available (Why is that?)
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Simulation Output Analysis Using Standardized Time Series
• Stochastic Petri Nets
• Title not available (Why is that?)
• Necessary conditions in limit theorems for cumulative processes.
• Functional limit theorems for stochastic processes based on embedded processes
• Continuity of Generalized Semi-Markov Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Insensitivity of steady-state distributions of generalized semi-Markov processes by speeds
• Limit Theorems for Markov Renewal Processes
• On simulation output analysis for generalized semi-markov processes

Cited In (14)

• On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes
• Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
• Large deviation principle for additive functionals of semi-Markov processes
• Central limit theorems for multivariate semi-Markov sequences and processes, with applications
• Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
• Optimizing a production-inventory system under a cost target
• Central limit theorem for hitting times of functionals of Markov jump processes
• A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
• Semi-Markov model for market microstructure
• The central limit theorem for additive functionals of Markov and semi- Markov processes
• Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
• Reliability of manufacturing equipment in~complex~environments
• Queuing systems with semi-Markov flow in average and diffusion approximation schemes
• Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes

This page was built for publication: On Functional Central Limit Theorems for Semi-Markov and Related Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3155274)