The invariance principle type theorems for recurrent semi-Markov processes with a general state space
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 529-541
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The invariance principle type theorems for processes of sums of random variables defined on a recurrent semi-Markov process with a general state space are proved. The results are obtained in assumption that for a fixed subset of state space the recurrent times have a stable limit distribution $L_\alpha$, $\alpha\in(0,1]$ (the case $\alpha=1$ corresponds to the ergodic process).
@article{TVP_1979_24_3_a6,
author = {E. I. Kaplan and D. S. Sil'vestrov},
title = {The invariance principle type theorems for recurrent {semi-Markov} processes with a~general state space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {529--541},
year = {1979},
volume = {24},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a6/}
}
TY - JOUR AU - E. I. Kaplan AU - D. S. Sil'vestrov TI - The invariance principle type theorems for recurrent semi-Markov processes with a general state space JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1979 SP - 529 EP - 541 VL - 24 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a6/ LA - ru ID - TVP_1979_24_3_a6 ER -
%0 Journal Article %A E. I. Kaplan %A D. S. Sil'vestrov %T The invariance principle type theorems for recurrent semi-Markov processes with a general state space %J Teoriâ veroâtnostej i ee primeneniâ %D 1979 %P 529-541 %V 24 %N 3 %U http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a6/ %G ru %F TVP_1979_24_3_a6
E. I. Kaplan; D. S. Sil'vestrov. The invariance principle type theorems for recurrent semi-Markov processes with a general state space. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 3, pp. 529-541. http://geodesic.mathdoc.fr/item/TVP_1979_24_3_a6/