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Weak convergence of first-rare-event times for semi-Markov processes
Myroslav Drozdenko Department of Mathematics and Physics, Mälardalen University,
SE-72123 Västerås, Sweden
Аннотация:
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.
Ключевые слова:
Weak convergence, semi-Markov processes, first-rare-event
times, limit theorems, necessary and sufficient conditions.
Образец цитирования:
Myroslav Drozdenko, “Weak convergence of first-rare-event times for semi-Markov processes”, Theory Stoch. Process., 13(29):4 (2007), 29–63
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp234 https://www.mathnet.ru/rus/thsp/v13/i4/p29
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Страница аннотации: | 90 | PDF полного текста: | 34 | Список литературы: | 24 |
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