Limit theorems for stopped functionals of Markov renewal processes
1999 (English)In: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, Vol. 51, no 2, 369-382 p.Article in journal (Other scientific) Published
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.
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
IdentifiersURN: 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.2008-10-172008-10-172011-01-14