Limit theorems for recurrent semi-Markov processes and Markov renewal processes
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 86-97
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For Harris recurrent Markov renewal processes and semi-Markov processes one obtains a central limit theorem. One also obtains Berry–Esseen type estimates for this theorem. Their proof is based on the Kolmogorov–Doeblin regenerative method.
@article{ZNSL_1985_142_a8,
author = {V. K. Malinovskii},
title = {Limit theorems for recurrent {semi-Markov} processes and {Markov} renewal processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {86--97},
publisher = {mathdoc},
volume = {142},
year = {1985},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a8/}
}
V. K. Malinovskii. Limit theorems for recurrent semi-Markov processes and Markov renewal processes. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 86-97. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a8/