Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I

zbMATH Open1141.60054MaRDI QIDQ5430697FDOQ5430697

Authors: D. S. Silvestrov, Myroslav O. Drozdenko 

Publication date: 16 December 2007

Recommendations

• Weak convergence of first-rare-event times for semi-Markov processes
• Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes
• Weak convergence of first-rare-event times for semi-Markov processes. II
• Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
• Perturbed semi-Markov type processes I. Limit theorems for rare-event times and processes

zbMATH Keywords

weak convergencelimit theoremsemi-Markov processnecessary and sufficient conditionsfirst-rare-event time

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (11)

• Improved Asymptotics for Ruin Probabilities
• Flows of rare events for regularly perturbed semi-Markov processes
• Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes
• Weak convergence of first-rare-event times for semi-Markov processes. II
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
• Perturbed semi-Markov type processes I. Limit theorems for rare-event times and processes
• Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
• Reward algorithms for semi-Markov processes
• Weak convergence of first-rare-event times for semi-Markov processes
• On the scheme of rare events for a homogeneous Markov chain

This page was built for publication: Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5430697)