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Limit theorems for first-passage times in non–linear markov renewal theory

 

作者: Yeongtzay Su,  

 

期刊: Sequential Analysis  （Taylor Available online 1993）
卷期: Volume 12, issue 3-4  

页码: 235-245

 

ISSN:0747-4946

 

年代: 1993

 

DOI:10.1080/07474949308836282

 

出版商: Marcel Dekker, Inc.

 

关键词: Local limit theorem;nagaev's inequality

 

数据来源: Taylor

 

摘要:

A local limit theorem for P{Ta= n,ZTa-a ≤ x, YTa= y}, a → ∞ is obtained, where Znis a perturbed Markov random walk related to a finite Markov chain Yn, Ta= min {n > O: Zn> a}. An important class of processes satisfying the hypotheses of his theorem are presented.

 

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