On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes

DOI10.1080/03610926.2019.1606917OpenAlexW2940681010MaRDI QIDQ5077986

O. Chatrabgoun, G. Parham, A. Daneshkhah

Publication date: 20 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1606917

zbMATH Keywords

functional central limit theoremmartingalessemi-Markov processesfirst passage timereward processes

Mathematics Subject Classification ID

Statistics (62-XX) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

Cites Work

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• Limit theorems for cumulative processes
• Functional limit theorems for dependent variables
• Necessary conditions in limit theorems for cumulative processes.
• Reward processes with nonlinear reward functions
• On Functional Central Limit Theorems for Semi-Markov and Related Processes
• Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
• A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
• Reward processes for semi-Markov processes: asymptotic behaviour
• An alternative approach to the analysis of finite semi-markov and related processes
• Limit Theorems for Markov Renewal Processes
• Markov renewal theory

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