Nonlinear renewal theory for Markov random walks

DOI10.1016/0304-4149(93)00005-ZzbMath0816.60068MaRDI QIDQ1343594

Vincent F. Melfi

Publication date: 6 July 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

overshootMarkov renewal theorymachine breakdownProkhorov metricHarris chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items (5)

Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ On the first passage time of the parabolic boundary by the Markov random walk ⋮ Unnamed Item ⋮ Non-linear Renewal Theory with Stationary Perturbations ⋮ Nonlinear renewal theory for lattice markov random walk

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