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Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

open access: yesActa Applicandae Mathematicae, 1994
The paper contains results on coupling procedures aimed at obtaining rate of convergence results in certain models. The models considered are Markov renewal processes, semi-Markov renewal equations and applications to random processes with semi-Markov switching, a special case of which are regenerative processes.
Dmitrii Silvestrov
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Limit theorems for recurrent semi-Markov processes and Markov renewal processes

Journal of Soviet Mathematics, 1987
The paper contains four CLT-type results for \(\phi\)-recurrent semi-Markov and Markov renewal processes. Berry-Esseen bounds are also discussed. The results generalize some previous results of the author, Dokl. Akad. Nauk SSSR 276, 1304-1309 (1984); \textit{A. V. Nagaev}, Litov. Mat. Sb. 10, 109- 119 (1970; Zbl 0213.196) and \textit{E. Bolthausen}, Z.
V K Malinovskii
exaly   +3 more sources

Optimal sequential estimation for semi-markov and markov renewal processes

Communications in Statistics - Theory and Methods, 1991
We consider the problem of obtaining efficient estimators and sampling plans for semi-Markov and Markov-renewal processes. A lower bound for the variance of an unbiased estimator of a function of the parameters is obtained under a sequential scheme and we characterize the parametric functions and sampling plans which admit minimum variance unbiased ...
exaly   +2 more sources

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process

open access: yesUkrainian Mathematical Journal, 2004
We obtain chains of equations that relate the sojourn times of a semi-Markov process in a set of states to its Markov renewal function. We use the mathematical apparatus of the theory of Markov and semi-Markov processes.
Бондаренко, Г.І.
core   +3 more sources

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