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JOURNALS
// Theory of Stochastic Processes
// Archive
Theory Stoch. Process.,
2007
Volume 13(29),
Issue 4,
Pages
29–63
(Mi thsp234)
Weak convergence of first-rare-event times for semi-Markov processes
Myroslav Drozdenko
Department of Mathematics and Physics, Mälardalen University, SE-72123 Västerås, Sweden
Abstract:
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.
Keywords:
Weak convergence, semi-Markov processes, first-rare-event times, limit theorems, necessary and sufficient conditions.
MSC:
60K15
,
60F17
,
60K20
Language:
English
Fulltext:
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Steklov Math. Inst. of RAS
, 2024