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Asymptote of additive functionals of semi-markov processes with arbitrary sets of states

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Abstract

Asymptotic values are obtained for formulas of distribution functions of an additive functional of a semi-Markov process with absorption, on the assumption that the mean time to absorption increases without bound.

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Translated from Matematicheskie Zametki, Vol. 21, No. 2, pp. 213–221, 1977.

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Cherenkov, A.P. Asymptote of additive functionals of semi-markov processes with arbitrary sets of states. Mathematical Notes of the Academy of Sciences of the USSR 21, 119–124 (1977). https://doi.org/10.1007/BF02320552

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  • DOI: https://doi.org/10.1007/BF02320552

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