Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
DOI10.1090/tpms/1026zbMath1390.60270arXiv1603.04344OpenAlexW2962885780WikidataQ130181282 ScholiaQ130181282MaRDI QIDQ4606863
Publication date: 9 March 2018
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.04344
convergence in distributionnecessary and sufficient conditionssemi-Markov processconvergence in Skorokhod J-topologyfirst-rare-event timefirst-rare-event-time process
Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)
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Cites Work
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