On Functional Central Limit Theorems for Semi-Markov and Related Processes

DOI10.1081/STA-120028680zbMath1114.60320MaRDI QIDQ3155274

Peter J. Haas, Peter W. Glynn

Publication date: 14 January 2005

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

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17)

Related Items (10)

Large deviation principle for additive functionals of semi-Markov processes ⋮ Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle ⋮ On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes ⋮ Optimizing a production-inventory system under a cost target ⋮ Reliability of manufacturing equipment in~complex~environments ⋮ Semi-Markov Model for Market Microstructure ⋮ Central Limit Theorem for Nonlinear Semi-Markov Reward Processes ⋮ Queuing systems with semi-Markov flow in average and diffusion approximation schemes ⋮ Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes ⋮ Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes

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