Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
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| Creator |
Silvestrov, D.S.
Drozdenko, M.O. |
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| 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. |
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| Date |
2009-11-11T15:26:55Z
2009-11-11T15:26:55Z 2006 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4465 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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