Nonlinear Markov renewal theory with statistical applications

DOI10.1214/aop/1176989804zbMath0756.60082OpenAlexW2079832223MaRDI QIDQ1196938

Vincent F. Melfi

Publication date: 16 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989804

zbMATH Keywords

Markov random walkovershootsrepeated significance testexcess over the boundarynonlinear renewal theorem

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov renewal processes, semi-Markov processes (60K15) Sequential statistical design (62L05) Renewal theory (60K05)

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Poisson equation, moment inequalities and quick convergence for Markov random walks. ⋮ Nonlinear renewal theory for Markov random walks ⋮ The fixed points of the multivariate smoothing transform ⋮ Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ Limit theorems for first-passage times in non–linear markov renewal theory ⋮ On geometric recurrence for time-inhomogeneous autoregression ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the first passage time of the parabolic boundary by the Markov random walk ⋮ Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Asymptotic operating characteristics of an optimal change point detection in hidden Markov models ⋮ Non-linear Renewal Theory with Stationary Perturbations ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence ⋮ Nonlinear renewal theory for lattice markov random walk

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