Local theorems for (multidimensional) additive functionals of semi-Markov chains
From MaRDI portal
Publication:2029795
DOI10.1016/j.spa.2021.03.011zbMath1469.60087OpenAlexW3141721417WikidataQ113863855 ScholiaQ113863855MaRDI QIDQ2029795
Publication date: 4 June 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2021.03.011
Central limit and other weak theorems (60F05) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)
Related Items (2)
Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models ⋮ Large deviation principles for the processes admitting embedded compound renewal processes
Cites Work
- Unnamed Item
- Unnamed Item
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Markov additive processes. II: Large deviations
- The central limit theorem for additive functionals of Markov and semi- Markov processes
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
- Integro-local limit theorems for compound renewal processes under Cramér's condition. II
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
- Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
- Integro-local limit theorems for compound renewal processes under Cramér's condition. I
- Estimating the interaction graph of stochastic neural dynamics
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- The rate function and the fundamental function for multidimensional compound renewal process
- Large deviation principle for multidimensional first compound renewal processes in the phase space
- Large deviation principle for multidimensional second compound renewal processes in the phase space
- Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times
- Context tree selection and linguistic rhythm retrieval from written texts
- Local theorems for arithmetic compound renewal processes when Cramer's condition holds
- A local limit theorem for densities of the additive component of a finite Markov additive process
- Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
- Regenerative stochastic processes
- A universal data compression system
- Risk theory in a Markovian environment
- Discrete-Time Semi-Markov Random Evolutions and their Applications
- Central limit theorems for multivariate semi-Markov sequences and processes, with applications
- Локальные теоремы для арифметических многомерных обобщенных процессов восстановления при выполнении условия Крамера
- A model for neural activity in the absence of external stimuli
This page was built for publication: Local theorems for (multidimensional) additive functionals of semi-Markov chains
