uu.seUppsala University Publications
Change search
ReferencesLink to record
Permanent link

Direct link
Limit theorems for stopped functionals of Markov renewal processes
Uppsala University.
Uppsala University.
1999 (English)In: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, Vol. 51, no 2, 369-382 p.Article in journal (Other scientific) Published
Abstract [en]

Some results for stopped random walks are extended to the Markov renewal setup where the random walk is driven by a Harris recurrent Markov chain. Some interesting applications are given; for example, a generalization of the alternating renewal process.

Place, publisher, year, edition, pages
KLUWER ACADEMIC PUBL , 1999. Vol. 51, no 2, 369-382 p.
Keyword [en]
Markov renewal process; semi-Markov process; Harris recurrent; stopped sums; m-dependence; Anscombe's theorem; law of large numbers; central limit theorem; law of the iterated logarithm
URN: urn:nbn:se:uu:diva-26945OAI: oai:DiVA.org:uu-26945DiVA: diva2:54839
Addresses: Univ Munster, Inst Stat Math, D-48149 Munster, Germany. Uppsala Univ, Dept Math, S-75106 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

Open Access in DiVA

No full text

By organisation
Uppsala University

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 118 hits
ReferencesLink to record
Permanent link

Direct link