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Limit theorems for semi-Markov processes

Published online by Cambridge University Press:  17 April 2009

K.B. Athreya  and
P.E. Ney
K.B. Athreya
Affiliation:
Indian Institute of Science, Bangalore, India
P.E. Ney
Affiliation:
Department of Mathematics, University of Wisconsin, Madison, Wisconsin, USA.
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Abstract

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A new construction of regeneration times is exploited to prove ergodic and renewal theorems for semi-Markov processes on general state spaces. This work extends results of the authors in Ann. Probability (6 (1978), 788–797).

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 19 , Issue 2 , October 1978 , pp. 283 - 294
Copyright
Copyright © Australian Mathematical Society 1979

References

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[2]Athreya, K.B., McDonald, D. and Ney, P.E., “Limit theorems for semi-Markov processes and renewal theory for Markov chains”, Ann. Probability 6 (1978), 788–797.CrossRefGoogle Scholar
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[4]Athreya, K.B. and Ney, P.E., “Regeneration methods for Markov chains and related processes”, under preparation.Google Scholar
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