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Volumn 33, Issue 3, 2004, Pages 507-516

Semi-Markov Random Walk in Poisson Approximation Scheme

Author keywords

Markov renewal process; Martingale; Poisson approximation; Renewal process; Semi Markov random walk

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; POISSON DISTRIBUTION; THEOREM PROVING;

EID: 1642296156     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120028681     Document Type: Article
Times cited : (1)

References (10)
  • 1
    • 0035413565 scopus 로고    scopus 로고
    • Compound Poisson approximation: A user's guide
    • Barbour, A. D., Chryssaphinou, O. (2001). Compound Poisson approximation: A user's guide. Ann. Appl. Probab. 11(3):964-1002.
    • (2001) Ann. Appl. Probab. , vol.11 , Issue.3 , pp. 964-1002
    • Barbour, A.D.1    Chryssaphinou, O.2
  • 4
    • 1642355583 scopus 로고    scopus 로고
    • Semi-Markov random walk
    • Janssen, J., Limnios, N., eds. Dordrecht: Kluwer
    • Korolyuk, V. S. (1999). Semi-Markov random walk. In: Janssen, J., Limnios, N., eds. Semi-Markov Models and Applications. Dordrecht: Kluwer, pp. 61-75.
    • (1999) Semi-Markov Models and Applications , pp. 61-75
    • Korolyuk, V.S.1
  • 7
    • 1642380057 scopus 로고    scopus 로고
    • Poisson approximation of homogeneous stochastic additive functionals with semi-Markov switching
    • Korolyuk, V. S., Limnios, N. (2002a). Poisson approximation of homogeneous stochastic additive functionals with semi-Markov switching. Theory of Probability and Mathematical Statistics 64:75-84.
    • (2002) Theory of Probability and Mathematical Statistics , vol.64 , pp. 75-84
    • Korolyuk, V.S.1    Limnios, N.2
  • 8
    • 1642313372 scopus 로고    scopus 로고
    • Markov additive processes in a phase merging scheme
    • Korolyuk, V. S., Limnios, N. (2002b). Markov additive processes in a phase merging scheme. Theory Stochastic Processes 8(24):213-226.
    • (2002) Theory Stochastic Processes , vol.8 , Issue.24 , pp. 213-226
    • Korolyuk, V.S.1    Limnios, N.2
  • 9
    • 0242663282 scopus 로고    scopus 로고
    • Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
    • Korolyuk, V. S., Limnios, N. (2003). Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme. Comp. Math. Appl. 46(7):1073-1080.
    • (2003) Comp. Math. Appl. , vol.46 , Issue.7 , pp. 1073-1080
    • Korolyuk, V.S.1    Limnios, N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.