|
Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 3, Pages 529–541
(Mi tvp2637)
|
|
|
|
This article is cited in 10 scientific papers (total in 10 papers)
The invariance principle type theorems for recurrent semi-Markov processes with a general state space
E. I. Kaplan, D. S. Sil'vestrov Kiev
Abstract:
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).
Received: 20.10.1977
Citation:
E. I. Kaplan, D. S. Sil'vestrov, “The invariance principle type theorems for recurrent semi-Markov processes with a general state space”, Teor. Veroyatnost. i Primenen., 24:3 (1979), 529–541; Theory Probab. Appl., 24:3 (1980), 536–547
Linking options:
https://www.mathnet.ru/eng/tvp2637 https://www.mathnet.ru/eng/tvp/v24/i3/p529
|
Statistics & downloads: |
Abstract page: | 204 | Full-text PDF : | 95 |
|