Discrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals

DOI10.1080/03610926.2011.581160zbMath1315.60039OpenAlexW2062154664MaRDI QIDQ2890075

Nikolaos Limnios

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581160

zbMATH Keywords

estimationdiffusion approximationadditive functionalrandom evolutionaveragingdifference equationstationary probabilitysemi-Markov chainfluid consistency

Mathematics Subject Classification ID

Related Items (3)

Estimation of stationary probability of semi-Markov chains ⋮ Discrete-Time Semi-Markov Random Evolutions and their Applications ⋮ Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process

Cites Work

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• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Random evolutions: A survey of results and problems
• Random perturbation methods with applications in science and engineering
• The ergodic theory of Markov chains in random environments
• Switching Processes in Queueing Models
• Discrete-Time Markov Chains

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