Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes

2016/03/14 by Dmitrii Silvestrov, Silvestrov, Dmitrii · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Advanced Queuing Theory Analysis #Probability and Risk Models #Stochastic processes and financial applications #math.PR #msc:60J10 #msc:60J22 #msc:60J27 #msc:60K15 #msc:65C40

paper · pdf · doi:10.48550/arxiv.1603.04344

43 pages

arxiv created 2016/03/14 · arxiv updated 2016/03/15

Abstract

Necessary and sufficient conditions for convergence in distribution of first-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.

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