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Generalisations of Limit Theorems for First-Rare-Event Times

Dmitrii Silvestrov
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Dmitrii Silvestrov: Stockholm University, Department of Mathematics

Chapter Chapter 4 in Perturbed Semi-Markov Type Processes I, 2022, pp 93-131 from Springer

Abstract: Abstract In this chapter, we generalise the results of Chap. 2 to some modifications of first-rare-event times and processes. The relationship between first-rare-event times and hitting times is also clarified. In this chapter includes two sections.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-92403-4_4

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DOI: 10.1007/978-3-030-92403-4_4

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