Asymptotic Expansions in the Central Limit Theorem for Recurrent Markov Renewal Processes

DOI10.1137/1131073zbMath0615.60020OpenAlexW1985413010MaRDI QIDQ4722924

Vsevolod K. Malinovskii

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131073

zbMATH Keywords

asymptotic expansioninvariant measureMarkov renewal processesMarkov transition kernel

Mathematics Subject Classification ID

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

Related Items (3)

Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Asymptotic operating characteristics of an optimal change point detection in hidden Markov models ⋮ Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach

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