A Poisson Limit Theorem for Reliability Models Based on Markov Chains

DOI10.1080/03610920500439331zbMath1087.60033OpenAlexW2019549613MaRDI QIDQ5201481

James Ledoux

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500439331

zbMATH Keywords

filteringcompound Poisson approximationtime inhomogeneous Markov chaindiscrete-time multivariate point process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)

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