Limit Theorems for Markov Renewal Processes
Pyke, Ronald ; Schaufele, Ronald
Ann. Math. Statist., Tome 35 (1964) no. 4, p. 1746-1764 / Harvested from Project Euclid
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This paper is a study of Doeblin Ratio limit laws, the weak and strong laws of large numbers, and the Central Limit theorem for Markov Renewal processes. A general definition of these processes is given in Section 2. The means and variances of random variables associated with recurrence times are computed in Section 4. When restricted to the special case of a Markov chain, certain of the results of Sections 5 and 6 strengthen known results.
Publié le : 1964-12-14
Classification:  
@article{1177700397,
     author = {Pyke, Ronald and Schaufele, Ronald},
     title = {Limit Theorems for Markov Renewal Processes},
     journal = {Ann. Math. Statist.},
     volume = {35},
     number = {4},
     year = {1964},
     pages = { 1746-1764},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700397}
}

Pyke, Ronald; Schaufele, Ronald. Limit Theorems for Markov Renewal Processes. Ann. Math. Statist., Tome 35 (1964) no. 4, pp.  1746-1764. http://gdmltest.u-ga.fr/item/1177700397/