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Weak convergence of first-rare-event times for semi-Markov processes II
Myroslav Drozdenko Division of Mathematics and Applied Mathematics, Mälardalen University, Box 883, SE-72123 Västerås, Sweden
Аннотация:
Necessary and sufficient conditions for the weak convergence of flows of rare events controlled by semi-Markov processes with a finite set of states in schemes of series are given. Applications of the obtained results to geometric sums, risk processes, and queueing systems are presented.
Ключевые слова:
Weak convergence, semi-Markov processes, first-rare-event times, limit theorems, necessary and sufficient conditions, flows of rare events, risk theory, queueing systems.
Образец цитирования:
Myroslav Drozdenko, “Weak convergence of first-rare-event times for semi-Markov processes II”, Theory Stoch. Process., 15(31):2 (2009), 99–118
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp88 https://www.mathnet.ru/rus/thsp/v15/i2/p99
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Страница аннотации: | 103 | PDF полного текста: | 45 | Список литературы: | 27 |
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