Weak convergence of first-rare-event times for semi-Markov processes
Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 29-63
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Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes with finite set of states in
series of schemes are obtained.
Keywords:
Weak convergence, semi-Markov processes, first-rare-event
times, limit theorems, necessary and sufficient conditions.
@article{THSP_2007_13_4_a2,
author = {Myroslav Drozdenko},
title = {Weak convergence of first-rare-event times for {semi-Markov} processes},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {29--63},
publisher = {mathdoc},
volume = {13},
number = {4},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a2/}
}
Myroslav Drozdenko. Weak convergence of first-rare-event times for semi-Markov processes. Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 29-63. http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a2/