An Invariance Principle for Additive Functionals of Semi-Markov Processes

Analytical and Computational Methods in Probability Theory - Lecture Notes in Computer Science ◽

10.1007/978-3-319-71504-9_34 ◽

2017 ◽

pp. 409-420

Author(s):

Adina Oprisan

Keyword(s):

Markov Processes ◽

Invariance Principle ◽

Additive Functionals ◽

Semi Markov Processes

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Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation

Statistics & Probability Letters ◽

10.1016/j.spl.2018.11.004 ◽

2019 ◽

Vol 147 ◽

pp. 45-56 ◽

Cited By ~ 1

Author(s):

Shanshan Liu ◽

Xiaoyu Xing ◽

Guoxin Liu

Keyword(s):

Poisson Equation ◽

Markov Processes ◽

Additive Functionals ◽

Semi Markov Processes

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Additive functionals of regular semi-Markov processes

Mathematical Notes ◽

10.1007/bf01153052 ◽

1975 ◽

Vol 18 (4) ◽

pp. 957-963

Author(s):

A. P. Cherenkov

Keyword(s):

Markov Processes ◽

Additive Functionals ◽

Semi Markov Processes

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The central limit theorem for additive functionals of Markov and semi-Markov processes

Journal of Soviet Mathematics ◽

10.1007/bf01093831 ◽

1987 ◽

Vol 38 (5) ◽

pp. 2299-2308 ◽

Cited By ~ 1

Author(s):

V. S. Korolyuk

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Markov Processes ◽

Additive Functionals ◽

The Central Limit Theorem ◽

Semi Markov Processes

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Theorems of the Invariance Principle Type for Recurrent Semi-Markov Processes with Arbitrary Phase Space

Theory of Probability and Its Applications ◽

10.1137/1124063 ◽

1980 ◽

Vol 24 (3) ◽

pp. 536-547 ◽

Cited By ~ 7

Author(s):

E. I. Kaplan ◽

D. S. Sil’vestrov

Keyword(s):

Phase Space ◽

Markov Processes ◽

Invariance Principle ◽

Arbitrary Phase ◽

Semi Markov Processes

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Additive functionals of semi-Markov processes with absorption

Mathematical Notes ◽

10.1007/bf01161879 ◽

1975 ◽

Vol 17 (2) ◽

pp. 189-194

Author(s):

A. P. Cherenkov

Keyword(s):

Markov Processes ◽

Additive Functionals ◽

Semi Markov Processes

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Asymptote of additive functionals of semi-markov processes with arbitrary sets of states

Mathematical Notes ◽

10.1007/bf02320552 ◽

1977 ◽

Vol 21 (2) ◽

pp. 119-124 ◽

Cited By ~ 2

Author(s):

A. P. Cherenkov

Keyword(s):

Markov Processes ◽

Additive Functionals ◽

Semi Markov Processes

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Large deviation principle for additive functionals of semi-Markov processes

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2007777 ◽

2021 ◽

pp. 1-19

Author(s):

Adina Oprisan

Keyword(s):

Markov Processes ◽

Large Deviation Principle ◽

Large Deviation ◽

Additive Functionals ◽

Deviation Principle ◽

Semi Markov Processes

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Maximum spacing estimation for continuous time Markov chains and semi-Markov processes

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-021-09238-4 ◽

2021 ◽

Author(s):

Kristi Kuljus ◽

Bo Ranneby

Keyword(s):

Markov Chains ◽

Markov Processes ◽

Continuous Time ◽

Continuous Time Markov Chains ◽

Semi Markov Processes

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Computational Methods for Renewal Theory and Semi-Markov Processes with Illustrative Examples

The American Statistician ◽

10.1080/00031305.1988.10475547 ◽

1988 ◽

Vol 42 (2) ◽

pp. 143-152 ◽

Cited By ~ 1

Author(s):

Charles J. Mode ◽

Gary T. Pickens

Keyword(s):

Computational Methods ◽

Markov Processes ◽

Renewal Theory ◽

Semi Markov Processes

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Loop Plant Modeling: Cost Models for Loop Plant Work Operations Using Semi-Markov Processes

Bell System Technical Journal ◽

10.1002/j.1538-7305.1978.tb00614.x ◽

1978 ◽

Vol 57 (4) ◽

pp. 927-940

Author(s):

A. E. Gibson

Keyword(s):

Markov Processes ◽

Cost Models ◽

Plant Modeling ◽

Semi Markov Processes

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