Central limit theorem for semi-Markov random evolutions (Q5903342)
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scientific article; zbMATH DE number 3986288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for semi-Markov random evolutions |
scientific article; zbMATH DE number 3986288 |
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Central limit theorem for semi-Markov random evolutions (English)
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1986
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A central limit theorem for semi-Markovian random evolutions is established. The Markov renewal equation is used and the method of asymptotic inversion of operators perturbed on the spectrum is applied to the equation. Applications to storage and traffic process are considered. The limiting processes in this case are difussions with well-calculated drift and diffusion coefficients.
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central limit theorem
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semi-Markovian random evolutions
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storage and traffic process
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