WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES

MYROSLAV DROZDENKO

Theory of Stochastic Processes Vol.13 (29), no.4, 2007, pp.29–63

Necessary and sufficient conditions for weak convergence of first-rareevent times for semi-Markov processes with finite set of states in series of schemes are obtained.

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