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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Datum:2006
Hauptverfasser: Silvestrov, D.S., Drozdenko, M.O.
Format: Artikel
Sprache:English
Veröffentlicht: Інститут математики НАН України 2006
Online Zugang:http://dspace.nbuv.gov.ua/handle/123456789/4466
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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. 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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