Central limit theorem for hitting times of functionals of Markov jump processes

DOI10.1051/ps:2004002zbMath1154.60314OpenAlexW4295279464MaRDI QIDQ4671818

Christian Paroissin, Bernard Ycart

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__66_0

zbMATH Keywords

reliabilityhitting timefailure timeCentral limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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