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arXiv · 1603.04344

Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes

Dmitrii Silvestrov
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Abstract

Necessary and sufficient conditions for convergence in distribution of first-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.

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Dmitrii Silvestrov. 2016-03-14. Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes. https://arxiv.org/abs/1603.04344

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