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

zbMATH Open1088.60088MaRDI QIDQ5467404FDOQ5467404

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

Publication date: 24 May 2006

Recommendations

• Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
• 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
• Convergence of a semi-Markov process and an accompanying Markov process to a Markov process

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)

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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