Limit theorems for first-passage times in non–linear markov renewal theory

DOI10.1080/07474949308836282MaRDI QIDQ4293733zbMATH OpenOpenAlexFDO

Authors Yeongtzay Su

Publication date 7 July 1994

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949308836282

zbMATH Keywords

first passage timeslocal limit theoremMarkov renewal theoryMarkov random walksNagaev's inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• A nonlinear renewal theory with applications to sequential analysis. I
• Conditional Markov renewal theory. I. Finite and denumerable state space
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Nonlinear Markov renewal theory with statistical applications
• Non–linear renewal theory for lattice random walks
• Renewal theory for functionals of a Markov chain with general state space
• Repeated likelihood ratio tests
• Sequential analysis. Tests and confidence intervals
• Some Limit Theorems for Large Deviations

Cited in

(13)

• On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes
• Two comparison theorems for nonlinear first passage times and their linear counterparts
• Nonlinear Markov renewal theory with statistical applications
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Asymptotic Behavior of First Passage Probabilities in the Perturbed Non-homogeneous Semi-Markov Systems
• On the first passage time of one-sided nonlinear boundary by the trajectory of Markov chain
• A nonlinear renewal theory
• Non-linear Renewal Theory with Stationary Perturbations
• Nonlinear renewal theory under growth conditions
• Nonlinear renewal theory for lattice markov random walk
• A non-linear renewal theorem with stationary and slowly changing perturbations
• Nonlinear renewal theory for Markov random walks
• scientific article; zbMATH DE number 5910156 (Why is no real title available?)

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