Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
Author:
D. S. Silvestrov
Journal:
Theor. Probability and Math. Statist. 95 (2017), 131-151
MSC (2010):
Primary 60J10, 60J22, 60J27, 60K15; Secondary 65C40
DOI:
https://doi.org/10.1090/tpms/1026
Published electronically:
February 28, 2018
MathSciNet review:
3631648
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Abstract: Necessary and sufficient conditions for convergence in distribution of first-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.
References
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References
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Additional Information
D. S. Silvestrov
Affiliation:
Department of Mathematics, Stockholm University, SE-106 81 Stockholm, Sweden
Email:
silvestrov@math.su.se
Keywords:
Semi-Markov process,
first-rare-event time,
first-rare-event-time process,
convergence in distribution,
convergence in Skorokhod J-topology,
necessary and sufficient conditions
Received by editor(s):
September 16, 2016
Published electronically:
February 28, 2018
Article copyright:
© Copyright 2018
American Mathematical Society