Available in electronic format
Available in print format
Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN: 1547-7363(e) 0094-9000(p)
     

Markov renewal limit theorems

Author(s): S. V. Degtyar’
Translated by: O. I. Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 76 (2007).
Journal: Theor. Probability and Math. Statist. No. 76 (2008), 33-40.
MSC (2000): Primary 60K15, 60J25
Posted: July 10, 2008
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: We extend the fundamental results of the classical renewal theory to the so-called Markov renewal equation. We prove the Markov renewal theorems for the scheme of series.


References:

1.
V. M. Shurenkov, Ergodic Theorems and Related Problems, ``Nauka'', Moscow, 1989; English transl., VSP International Science Publishers, Utrecht, 1998. MR 1690361 (2000i:60002)

2.
T. Kato, Perturbation Theory for Linear Operators, Springer-Verlag, Berlin-New York, 1966. MR 0203473 (34:3324)

3.
N. Ya. Vilenkin, E. A. Gorin, A. G. Kostyuchenko, S. G. Krasnosel$ '$skiĭ, S. G. Kreĭn, V. P. Maslov, B. S. Mityagin, Yu. I. Petunin, Ya. B. Rutitskiĭ, V. I. Sobolev, A. Ya. Stetsenko, L. D. Faddeev, and E. S. Tsitlanadze, Functional Analysis, Second edition, ``Nauka'', Moscow, 1964; English transl., Wolters-Noordhoff Publishing, Groningen, 1972. MR 0390693 (52:11516)

4.
N. V. Kartashov, Inequalities in stability and ergodicity theorems for Markov chains with a general phase space. I, Teor. Veroyatnost. i Primenen. 30 (1985), no. 2, 230-240; English transl. in Theory Probab. Appl. 30 (1985), no. 2, 507-515. MR 792617 (87c:60052a)

5.
D. Alimov and V. M. Shurenkov, Markov renewal theorems in a scheme of series, Ukrain. Mat. Zh. 42 (1990), no. 11, 1443-1448; English transl. in Ukrainian Math. J. 42 (1990), no. 11, 1283-1288. MR 1098434 (92g:60119)


Similar Articles:

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60K15, 60J25

Retrieve articles in all Journals with MSC (2000): 60K15, 60J25


Additional Information:

S. V. Degtyar’
Affiliation: Department of Higher Mathematics, Vadym Hetman Kyiv National Economic University, Peremogy Avenue, 54/1, Kyiv 03057, Ukraine

DOI: 10.1090/S0094-9000-08-00729-1
PII: S 0094-9000(08)00729-1
Keywords: Markov renewal equation
Received by editor(s): 6/SEP/2005
Posted: July 10, 2008
Copyright of article: Copyright 2008, American Mathematical Society


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google