Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
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. II
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| Creator |
Silvestrov, D.S.
Drozdenko, M.O. |
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| 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. |
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| Date |
2009-11-11T15:27:37Z
2009-11-11T15:27:37Z 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. 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 http://dspace.nbuv.gov.ua/handle/123456789/4466 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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