Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states are obtained. These results are applied to risk processes and give necessary and sufficient conditions for stable approximation of ruin probabilities
 including...
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| Date: | 2006 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4465 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 151–186. — Бібліогр.: 62 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862632231355285504 |
|---|---|
| author | Silvestrov, D.S. Drozdenko, M.O. |
| author_facet | Silvestrov, D.S. Drozdenko, M.O. |
| citation_txt | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 151–186. — Бібліогр.: 62 назв.— англ. |
| collection | DSpace DC |
| description | Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states are obtained. These results are applied to risk processes and give necessary and sufficient conditions for stable approximation of ruin probabilities
including the case of diffusion approximation.
|
| first_indexed | 2025-11-30T13:20:46Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4465 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-30T13:20:46Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Silvestrov, D.S. Drozdenko, M.O. 2009-11-11T15:26:55Z 2009-11-11T15:26:55Z 2006 Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 151–186. — Бібліогр.: 62 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4465 Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states are obtained. These results are applied to risk processes and give necessary and sufficient conditions for stable approximation of ruin probabilities
 including the case of diffusion approximation. en Інститут математики НАН України Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I Article published earlier |
| spellingShingle | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I Silvestrov, D.S. Drozdenko, M.O. |
| title | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I |
| title_full | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I |
| title_fullStr | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I |
| title_full_unstemmed | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I |
| title_short | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I |
| title_sort | necessary and sufficient conditions for weak convergence of first-rare-event times for semi-markov processes. i |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4465 |
| work_keys_str_mv | AT silvestrovds necessaryandsufficientconditionsforweakconvergenceoffirstrareeventtimesforsemimarkovprocessesi AT drozdenkomo necessaryandsufficientconditionsforweakconvergenceoffirstrareeventtimesforsemimarkovprocessesi |