Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes

DOI10.1080/15326340600648997MaRDI QIDQ5478905zbMATH OpenOpenAlexFDO

Authors Peter J. Haas, Peter W. Glynn

Publication date 13 July 2006

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340600648997

zbMATH Keywords

Markov chain

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(9)

• Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
• Law of strong large numbers and central limit theorem of a class of Markov skeleton processes
• Fixed-delay events in generalized semi-Markov processes revisited
• On Functional Central Limit Theorems for Semi-Markov and Related Processes
• The basic equations for a supplemented GSMP and its applications to queues
• On transience and recurrence in irreducible finite-state stochastic systems
• Three-level modeling of a speed-scaling supercomputer
• Lumping and numerical analysis for multi-server job model
• Weak convergence of a time and space scaled semi-Markov process to a limiting diffusion process

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