Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states are obtained. These results are applied to risk processes and give necessary and sufficient conditions for stable approximation of ruin probabilities including the cas...
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| Datum: | 2006 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2006
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4465 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 151–186. — Бібліогр.: 62 назв.— англ. |