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A limit theorem for semi-Markov processes

Published online by Cambridge University Press:  14 July 2016

Domokos Szász
Domokos Szász*
Affiliation:
Hungarian Academy of Sciences, Budapest
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Abstract

A limit theorem is proved for semi-Markov processes, which depend on a small parameter, tending to 0, in the case when the processes have an absorbing state and some asymptotically non-essential states and one asymptotically essential state. The application of the theorem is illustrated by an example from reliability theory.

Keywords

LIMIT THEOREMSSEMI-MARKOV PROCESSESRANDOM INDICESRELIABILITY MODEL

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 11 , Issue 3 , September 1974, pp. 521 - 528
Copyright
Copyright © Applied Probability Trust 1974 

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References

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