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Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes
Stockholm University, Sweden. (MAM)ORCID iD: 0000-0002-2626-5598
2016 (English)In: Theory of Probability and Mathematical Statistics, Vol. 95, p. 119-137Article in journal (Refereed) Published
Abstract [en]

Necessary and sufficient conditions for convergence in distribution offirst-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.
Place, publisher, year, edition, pages
2016. Vol. 95, p. 119-137
Keywords [en]
Semi-Markov process, First-rare-event time, First-rare-event-time process, Convergence in distribution, Convergence in Skorokhod J-topology, Necessary and sufficient conditions
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-52870DOI: 10.1090/tpms/1026Scopus ID: 2-s2.0-85043314518OAI: oai:DiVA.org:mdh-52870DiVA, id: diva2:1511747
Available from: 2020-12-20 Created: 2020-12-20 Last updated: 2021-03-26Bibliographically approved

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Publisher's full textScopushttps://arxiv.org/abs/1603.04344

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Silvestrov, Dmitrii
Probability Theory and Statistics

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CiteExportLink to record
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  • apa
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