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

MaRDI QIDQ5467404zbMATH OpenFDO

Authors D. S. Silvestrov, Myroslav O. Drozdenko

Publication date 24 May 2006

zbMATH Keywords

risk theory

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(9)

• Improved Asymptotics for Ruin Probabilities
• Flows of rare events for regularly perturbed 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
• Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
• Weak convergence of first-rare-event times for semi-Markov processes
• Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
• The first exit of almost strongly recurrent semi-Markov processes

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