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Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив
Theory Stoch. Process., 2007, том 13(29), выпуск 4, страницы 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

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.

MSC: 60K15, 60F17, 60K20

Язык публикации: английский



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