Skip to main content

Asymptotics of First-Rare-Event Times for Regularly Perturbed Semi-Markov Processes

  • Chapter
  • First Online:
Perturbed Semi-Markov Type Processes I

Abstract

In this chapter plays the key role in Part I. In this chapter, we present necessary and sufficient conditions for convergence in distribution for first-rare-event times and convergence in Skorokhod J-topology for first-rare-event processes for regularly perturbed Markov chains and semi-Markov processes with a finite phase space. This chapter includes four sections.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 139.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 139.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol. II. (Second edition, Wiley Series in Probability and Statistics, Wiley, New York, xxiv+669 pp. (First edition in 1966).

    Google Scholar 

  • Loève, M. (1977). Probability Theory. I. Fourth edition. Graduate Texts in Mathematics, 45, Springer, New York, xvii+425 pp. (First edition in 1955).

    Google Scholar 

  • Silvestrov D.S. (2004). Limit Theorems for Randomly Stopped Stochastic Processes. Probability and Its Applications, Springer, London, xvi+398 pp.

    Google Scholar 

  • Whitt, W. (1980). Some useful functions for functional limit theorems, Math. Oper. Res., 5, 67–85.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2022 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Silvestrov, D. (2022). Asymptotics of First-Rare-Event Times for Regularly Perturbed Semi-Markov Processes. In: Perturbed Semi-Markov Type Processes I. Springer, Cham. https://doi.org/10.1007/978-3-030-92403-4_2

Download citation

Publish with us

Policies and ethics