Weak convergence of first-rare-event times for semi-Markov processes

Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states in series of schemes are obtained.

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Bibliographic Details
Date:2007
Main Author: Drozdenko, M.
Format: Article
Language:English
Published: Інститут математики НАН України 2007
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4512
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Weak convergence of first-rare-event times for semi-Markov processes / M. Drozdenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 29–63. — Бібліогр.: 19 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine