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Necessary and sufficient conditions for convergence of first-rare-event times for perturbed semi-Markov processes
Stockholm University, Faculty of Science, Department of Mathematics. (Mathematical Statistics)ORCID iD: 0000-0002-2626-5598
2016 (English)Report (Refereed)
Abstract [en]

Necessary and sufficient conditions for convergence in distribution offirst-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.

Place, publisher, year, edition, pages
Stockholm: Department of Mathematics, 2016. , 39 p.
Series
Research Reports in Mathematics, ISSN 1401-5617 ; 4
Keyword [en]
Semi-Markov process, First-rare-event time, First-rare-event-time process, Convergence in distribution, Convergence in Skorokhod J-topology, Necessary and sufficient conditions
National Category
Probability Theory and Statistics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:su:diva-139773OAI: oai:DiVA.org:su-139773DiVA: diva2:1073845
Available from: 2017-02-13 Created: 2017-02-13 Last updated: 2017-10-02Bibliographically approved

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Silvestrov, Dmitrii
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