 Semi-Markov Processes with Discrete State Spaces and Embedded Regenerative ProcessesDmitrii Silvestrov
Chapter Chapter 5 in Coupling and Ergodic Theorems for Semi-Markov-Type Processes II, 2025, pp 183-219 from Springer Abstract: Abstract In Chap. 5 , we present ergodic theorems with explicit upper bounds for convergence rates for semi-Markov processes with discrete state spaces. Such processes are regenerative, and sequential return moments in any state are regeneration moments for them. We present necessary and sufficient conditions of finiteness and give upper bounds for power moments of return times supplemented by some solidarity assertions and necessary and sufficient conditions of finiteness and upper bounds exponential moments of return times using the method of test functions. Then, we obtain ergodic theorems with explicit power and exponential upper bounds for convergence rates for semi-Markov processes with discrete state spaces. Also, we present an example of semi-Markov versions of the Hastings-Metropolis MCMC algorithm and comment on a possible interpretation of the above ergodic theorems applied to the corresponding semi-Markov process as distributional semi-Markov versions of this algorithm. Date: 2025 There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-89315-5_5 Ordering information: This item can be ordered from DOI: 10.1007/978-3-031-89315-5_5 Access Statistics for this chapter More chapters in Springer Books from Springer |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.