Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations

DOI10.1007/BF01056232zbMATH Open0539.60089MaRDI QIDQ794062FDOQ794062

Authors: V. V. Korolyuk, V. S. Korolyuk 

Publication date: 1983

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

first exit timesemi-Markov process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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• On Ruin Problems for a Compound Poisson Process
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• Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations

Cited In (7)

• Central limit theorem in the phase extension scheme for semi-Markov random evolutions
• Asymptotic behavior of Markov evolutions until absorption
• Central limit theorem for semi-Markov random evolutions
• The central limit theorem for additive functionals of Markov and semi- Markov processes
• Central limit theorem for nonhomogeneous processes with independent increments with semi-Markov switchings
• Title not available (Why is that?)
• Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations

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