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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.
2017 (English)In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 95, 119-137 p.Article in journal (Refereed) Published
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
2017. Vol. 95, 119-137 p.
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-139964OAI: oai:DiVA.org:su-139964DiVA: diva2:1076267
Available from: 2017-02-22 Created: 2017-02-22 Last updated: 2017-03-03

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arXiv:1603.04344

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Silvestrov, Dmitrii
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CiteExportLink to record
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