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

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.

43 pages

References in corpus (2)

• Asymptotics for hitting times
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Cited by in corpus (1)

• Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes