Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot
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Publication:3155278
DOI10.1081/STA-120028684zbMath1114.60319MaRDI QIDQ3155278
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
60J05: Discrete-time Markov processes on general state spaces
60K15: Markov renewal processes, semi-Markov processes
60K05: Renewal theory
Cites Work
- Renewal theory for m-dependent variables
- A nonlinear renewal theory with applications to sequential analysis II
- Inequalities for the overshoot
- Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results.
- ON THE CUMULANTS OF RENEWAL PROCESSES
- An alternative proof of Lorden&s renewal inequality
- Second-order approximations for certain stopped sums in extended renewal theory
- Uniform limit theorems for non-singular renewal and Markov renewal processes
- On Excess Over the Boundary