Author:
Flaspohler David C.,Holmes Paul T.
Abstract
Consider a semi-Markov process X(t) defined on a subset of the non-negative integers with zero as an absorbing state and the non-zero states forming an irreducible class with exit to zero being possible. Conditions are given for the existence of the limits:
where Xj(t) is the amount of time prior to time t spent in state j.The limits (which are independent of the initial state) are evaluated when the sufficient conditions are satisfied.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit;Stochastic Processes and their Applications;2024-08
2. Yaglom limit for unimodal Lévy processes;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-08-01
3. Yaglom limit for stochastic fluid models;Advances in Applied Probability;2021-09
4. Yaglom limit for stable processes in cones;Electronic Journal of Probability;2018-01-01
5. Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time;Methodology and Computing in Applied Probability;2016-12-03