Perturbed semi-Markov type processes I. Limit theorems for rare-event times and processes

DOI10.1007/978-3-030-92403-4MaRDI QIDQ5024318zbMATH OpenOpenAlexFDO

Authors D. S. Silvestrov

Publication date 28 January 2022

Full work available at URL https://doi.org/10.1007/978-3-030-92403-4

zbMATH Keywords

regenerative processesembedded Markov chainsfirst entrance timesasymptotically comparable functionsiterative state space reductionrare event times

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05)

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• Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
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• Renewal theory for perturbed random walks and similar processes

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