Local theorems for (multidimensional) additive functionals of semi-Markov chains-Reference-Cited by-同舟云学术

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Local theorems for (multidimensional) additive functionals of semi-Markov chains

Published:2021-07 Issue: Volume:137 Page:149-166
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Logachov Artem,Mogulskii Anatolii,Prokopenko Evgeny,Yambartsev Anatoly

Funder

French National Research Agency

State of Sao Paulo Research Foundation

Russian Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference34 articles.

1. Risk theory in a Markovian environment;Asmussen;Scand. Actuar. J.,1989

2. Central limit theorems for multivariate semi-Markov sequences and processes, with applications;Ball;J. Appl. Probab.,1999

3. Variations on probabilistic suffix trees: statistical modeling and prediction of protein families;Bejerano;Bioinformatics,2001

4. Probability Theory;Borovkov,2013

5. The second deviation function and asymptotic problems for renewals and boundary hitting for multidimensional random walks;Borovkov;Sib. Math. J.,1996

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1. Discrete-Time Semi-Markov Chains;Probability and Its Applications;2023

2. Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models;Problems of Information Transmission;2022-04

3. Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes;Siberian Mathematical Journal;2022-01

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