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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 3, Pages 529–541 (Mi tvp2637)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1980, 24:3, 536–547

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