Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
Necessary and suffcient conditions for weak convergence of first-rareevent times for semi-Markov processes, obtained in the first part of this paper [66], are applied to counting processes generating by flows of rare events controlled by semi-Markov processes, random geometric sums, and risk proces...
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Date: | 2006 |
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Main Authors: | Silvestrov, D.S., Drozdenko, M.O. |
Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2006
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Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4466 |
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Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
Cite this: | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 187–202. — Бібліогр.: 75 назв.— англ. |
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