Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes

DOI10.1090/TPMS/1026zbMATH Open1390.60270arXiv1603.04344OpenAlexW2962885780WikidataQ130181282 ScholiaQ130181282MaRDI QIDQ4606863FDOQ4606863

Authors: D. S. Silvestrov 

Publication date: 9 March 2018

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: Necessary and sufficient conditions for convergence in distribution of first-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.

Full work available at URL: https://arxiv.org/abs/1603.04344

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zbMATH Keywords

convergence in distributionsemi-Markov processnecessary and sufficient conditionsconvergence in Skorokhod J-topologyfirst-rare-event timefirst-rare-event-time process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited In (2)

• Flows of rare events for regularly perturbed semi-Markov processes
• Necessary and sufficient conditions for convergence of temporally irregular evolutions

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