Central Limit Theorem for Nonlinear Semi-Markov Reward Processes

DOI10.1080/07362990902976207zbMath1168.60329OpenAlexW2064278246MaRDI QIDQ3391770

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Publication date: 13 August 2009

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

Full work available at URL: https://doi.org/10.1080/07362990902976207

zbMATH Keywords

functional central limit theoremmartingalesPoisson equationsemi-Markov processesreward processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15)

Related Items (4)

Estimation for discrete-time semi-Markov reward processes: analysis and inference ⋮ On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes ⋮ Reliability of manufacturing equipment in~complex~environments ⋮ Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes

Cites Work

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• Limit theorems for cumulative processes
• Functional limit theorems for dependent variables
• Necessary conditions in limit theorems for cumulative processes.
• Reward processes with nonlinear reward functions
• On Functional Central Limit Theorems for Semi-Markov and Related Processes
• A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
• Reward processes for semi-Markov processes: asymptotic behaviour
• An alternative approach to the analysis of finite semi-markov and related processes
• Limit Theorems for Markov Renewal Processes
• Markov renewal theory

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