Limiting distribution of time averages for the additive functionals preset on the semi-Markovian process

We consider an additive functional $\zeta_t$ on a continuous time semi-Markov process with an arbitrary state space. We study the existence of the limiting distribution of $\zeta_t/t$ without the condition of the finiteness of the mean occupation time of a fixed state.

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Datum:1990
Hauptverfasser: Eleiko, Ya. I., Елейко, Я. И.
Format: Artikel
Sprache:Russisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1990
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/8850
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal