Necessary and Sufficient Conditions for Weak Convergence of One-Dimensional Markov Processes

1994 ◽  
pp. 95-109 ◽  
Author(s):  
Mark I. Freidlin ◽  
Alexander D. Wentzell
Keyword(s):  
Weak Convergence ◽  
Markov Processes ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
One Dimensional ◽  
Necessary And Sufficient

scholarly journals Weak convergence of first-rare-event times for semi-Markov processes

2020 ◽  
Author(s):  
AISDL
Keyword(s):  
Weak Convergence ◽  
Markov Processes ◽  
Sufficient Conditions ◽  
Rare Event ◽  
Necessary And Sufficient Conditions ◽  
Finite Set ◽  
In Series ◽  
Event Times ◽  
Semi Markov Processes ◽  
Necessary And Sufficient

Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states in series of schemes are obtained.

Asymptotic behavior of the records of multivariate random sequences in a norm sense

2020 ◽  
Vol 70 (6) ◽  
pp. 1457-1468
Author(s):  
Haroon M. Barakat ◽  
M. H. Harpy
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Sufficient Conditions ◽  
Record Values ◽  
Necessary And Sufficient Conditions ◽  
Random Sequences ◽  
Necessary And Sufficient

AbstractIn this paper, we investigate the asymptotic behavior of the multivariate record values by using the Reduced Ordering Principle (R-ordering). Necessary and sufficient conditions for weak convergence of the multivariate record values based on sup-norm are determined. Some illustrative examples are given.

GENERALIZED DECIMATION INVARIANT SEQUENCES IN DIMENSION N

2002 ◽  
Vol 12 (04) ◽  
pp. 709-737 ◽  
Author(s):  
A. BARBÉ ◽  
F. VON HAESELER
Keyword(s):  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
One Dimensional ◽  
Necessary And Sufficient

We generalize the concept of one-dimensional decimation invariant sequences, i.e. sequences which are invariant under a specific rescaling, to dimension N. After discussing the elementary properties of decimation-invariant sequences, we focus our interest on their periodicity. Necessary and sufficient conditions for the existence of periodic decimation invariant sequences are presented.

Insensitivity and reversed Markov processes

1983 ◽  
Vol 15 (4) ◽  
pp. 752-768 ◽  
Author(s):  
W. Henderson
Keyword(s):  
Markov Processes ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Necessary And Sufficient ◽  
The Relationship

This paper is concerned with the relationship between insensitivity in a certain class of Markov processes and properties of that process when time is reversed. Necessary and sufficient conditions for insensitivity are established and linked to already proved results. A number of examples of insensitive systems are given.

Insensitivity and reversed Markov processes

1983 ◽  
Vol 15 (04) ◽  
pp. 752-768 ◽  
Author(s):  
W. Henderson
Keyword(s):  
Markov Processes ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Necessary And Sufficient ◽  
The Relationship

This paper is concerned with the relationship between insensitivity in a certain class of Markov processes and properties of that process when time is reversed. Necessary and sufficient conditions for insensitivity are established and linked to already proved results. A number of examples of insensitive systems are given.

Sign in / Sign up

Export Citation Format

Share Document