scientific article
From MaRDI portal
Publication:4040650
zbMath0687.60065MaRDI QIDQ4040650
Publication date: 5 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
renewal theoryadditive functionalslimit theoremspotentialsErgodicitySemi-Markov processesconservative kernelsImbedded Markov chains
Markov renewal processes, semi-Markov processes (60K15) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx)
Related Items
Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Central limit theorem for centered frequencies of a countable ergodic Markov chain ⋮ On potentials of ergodic Markov chains ⋮ Branching processes with local dependencies ⋮ Convergence parameter associated with a Markov chain and a family of functions ⋮ Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach) ⋮ Asymptotic representation of the Perron root of a matrix-valued stochastic evolution ⋮ Diffusion processes with delay at the endpoints of a segment ⋮ A note on limit distributions of integral functionals of an ergodic Markov process ⋮ Optimizing maintenance of a serial-structure system depending on the operation time of each element ⋮ Optimal control of queue in the \(\mathrm{M}|\mathrm{G}|1|\infty\) system with possibility of customer admission restriction ⋮ Three examples of Markov functionals ⋮ Transformations of Markov functionals ⋮ Unnamed Item ⋮ Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation ⋮ Efficiency of a two-channel system with restructuring and insurance ⋮ The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model ⋮ A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution ⋮ Some inequalities for the risk function in the time and space nonhomogeneous Cramér–Lundberg risk model ⋮ Asymptotic expansion of semi-Markov random evolutions ⋮ Investigation of functionals on paths of a semi-Markov process with a finite state set ⋮ Limit theorem for Markov processes with finite number of states ⋮ Markov renewal theorems in a scheme of series ⋮ R-D systems and branching Jirina processes ⋮ Asymptotic behavior of terminating Markov processes, near to ergodic ⋮ Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
