Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
Necessary and suffcient conditions for weak convergence of first-rareevent times for semi-Markov processes, obtained in the first part of this paper [66], are applied to counting processes generating by flows of rare events controlled by semi-Markov processes, random geometric sums, and risk proces...
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| Datum: | 2006 |
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| Sprache: | English |
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Інститут математики НАН України
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| Zitieren: | Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 187–202. — Бібліогр.: 75 назв.— англ. |
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Silvestrov, D.S. Drozdenko, M.O. 2009-11-11T15:27:37Z 2009-11-11T15:27:37Z 2006 Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 187–202. — Бібліогр.: 75 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4466 Necessary and suffcient conditions for weak convergence of first-rareevent times for semi-Markov processes, obtained in the first part of this paper [66], are applied to counting processes generating by flows of rare events controlled by semi-Markov processes, random geometric sums, and risk processes. In particular, necessary and sufficient conditions for stable approximation of ruin probabilities including the case of diffusion approximation are given. en Інститут математики НАН України Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II |
| spellingShingle |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II Silvestrov, D.S. Drozdenko, M.O. |
| title_short |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II |
| title_full |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II |
| title_fullStr |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II |
| title_full_unstemmed |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II |
| title_sort |
necessary and sufficient conditions for weak convergence of first-rare-event times for semi-markov processes. ii |
| author |
Silvestrov, D.S. Drozdenko, M.O. |
| author_facet |
Silvestrov, D.S. Drozdenko, M.O. |
| publishDate |
2006 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| description |
Necessary and suffcient conditions for weak convergence of first-rareevent
times for semi-Markov processes, obtained in the first part of this
paper [66], are applied to counting processes generating by flows of rare
events controlled by semi-Markov processes, random geometric sums,
and risk processes. In particular, necessary and sufficient conditions for
stable approximation of ruin probabilities including the case of diffusion
approximation are given.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4466 |
| citation_txt |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 187–202. — Бібліогр.: 75 назв.— англ. |
| work_keys_str_mv |
AT silvestrovds necessaryandsufficientconditionsforweakconvergenceoffirstrareeventtimesforsemimarkovprocessesii AT drozdenkomo necessaryandsufficientconditionsforweakconvergenceoffirstrareeventtimesforsemimarkovprocessesii |
| first_indexed |
2025-11-27T11:05:07Z |
| last_indexed |
2025-11-27T11:05:07Z |
| _version_ |
1850852235756437504 |