Limit theorems for semi-Markov processes
- 1 October 1978
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 19 (2), 283-294
- https://doi.org/10.1017/s0004972700008741
Abstract
A new construction of regeneration times is exploited to prove ergodic and renewal theorems for semi-Markov processes on general state spaces. This work extends results of the authors in Ann. Probability (6 (1978), 788–797).Keywords
This publication has 3 references indexed in Scilit:
- Limit Theorems for Semi-Markov Processes and Renewal Theory for Markov ChainsThe Annals of Probability, 1978
- Uniform limit theorems for non-singular renewal and Markov renewal processesJournal of Applied Probability, 1978
- Renewal Theory for Functionals of a Markov Chain with General State SpaceThe Annals of Probability, 1974