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

Dmitrii Silvestrov
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Dmitrii Silvestrov: Stockholm University, Department of Mathematics

Chapter Chapter 2 in Perturbed Semi-Markov Type Processes I, 2022, pp 29-65 from Springer

Abstract: 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.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-92403-4_2

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DOI: 10.1007/978-3-030-92403-4_2

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