메뉴 건너뛰기




Volumn 33, Issue 3, 2004, Pages 487-506

On Functional Central Limit Theorems for Semi-Markov and Related Processes

Author keywords

Central limit theorem; Discrete event systems; Markov chains; Martingales; Semi Markov processes

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; FUNCTIONS; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

EID: 1642328737     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120028680     Document Type: Article
Times cited : (18)

References (31)
  • 2
    • 0040125256 scopus 로고
    • On the functional central limit theorem and the law of the iterated logarithm for Markov processes
    • Bhattacharya, R. N. (1982). On the functional central limit theorem and the law of the iterated logarithm for Markov processes. Z. Wahrscheinlichtkeitstheorie und Ver. Geb. 60:185-201.
    • (1982) Z. Wahrscheinlichtkeitstheorie und Ver. Geb. , vol.60 , pp. 185-201
    • Bhattacharya, R.N.1
  • 8
    • 0000918549 scopus 로고
    • Functional limit theorems for dependent variables
    • Durrett, R., Resnick, S. I. (1978). Functional limit theorems for dependent variables. Ann. Probab. 6:829-846.
    • (1978) Ann. Probab. , vol.6 , pp. 829-846
    • Durrett, R.1    Resnick, S.I.2
  • 10
    • 0024478825 scopus 로고
    • A GSMP formalism for discrete event systems
    • Glynn, P. W. (1989). A GSMP formalism for discrete event systems. Proc. IEEE 77:14-23.
    • (1989) Proc. IEEE , vol.77 , pp. 14-23
    • Glynn, P.W.1
  • 11
    • 0039894863 scopus 로고
    • Sufficient conditions for the functional-central-limit-theorem versions of L = λW
    • Glynn, P. W., Whitt, W. (1987). Sufficient conditions for the functional-central-limit-theorem versions of L = λW. Queueing Systems Theory Appl. 1:279-287.
    • (1987) Queueing Systems Theory Appl. , vol.1 , pp. 279-287
    • Glynn, P.W.1    Whitt, W.2
  • 12
    • 0002455064 scopus 로고
    • Simulation output analysis using standardized time series
    • Glynn, P. W., Iglehart, D. L. (1990). Simulation output analysis using standardized time series. Math. Oper. Res. 15:1-16.
    • (1990) Math. Oper. Res. , vol.15 , pp. 1-16
    • Glynn, P.W.1    Iglehart, D.L.2
  • 13
    • 0030522182 scopus 로고    scopus 로고
    • A Lyapunov bound for solutions of Poisson's equation
    • Glynn, P. W., Meyn, S. P. (1996). A Lyapunov bound for solutions of Poisson's equation. Ann. Probab. 24:916-931.
    • (1996) Ann. Probab. , vol.24 , pp. 916-931
    • Glynn, P.W.1    Meyn, S.P.2
  • 14
    • 0036186821 scopus 로고    scopus 로고
    • Necessary conditions in limit theorems for cumulative processes
    • Glynn, P. W., Whitt, W. (2002). Necessary conditions in limit theorems for cumulative processes. Stochastic Process. Appl. 98:199-209.
    • (2002) Stochastic Process. Appl. , vol.98 , pp. 199-209
    • Glynn, P.W.1    Whitt, W.2
  • 15
    • 1642392914 scopus 로고    scopus 로고
    • A law of large numbers and functional central limit theorem for generalized semi-Markov processes
    • IBM Almaden Research Center, San Jose, California
    • Glynn, P. W., Haas, P. J. (2004). A law of large numbers and functional central limit theorem for generalized semi-Markov processes. IBM Research Report RJ 10315, IBM Almaden Research Center, San Jose, California.
    • (2004) IBM Research Report , vol.RJ 10315
    • Glynn, P.W.1    Haas, P.J.2
  • 17
    • 0003067005 scopus 로고    scopus 로고
    • On simulation output analysis for generalized semi-Markov processes
    • Haas, P. J. (1999). On simulation output analysis for generalized semi-Markov processes. Comm. Statist. Stochastic Models 15:53-80.
    • (1999) Comm. Statist. Stochastic Models , vol.15 , pp. 53-80
    • Haas, P.J.1
  • 24
    • 0001583850 scopus 로고
    • Théorèm de limite centrale pour une chaine de Markov récurrente Harris positive
    • Maigret, N. (1978). Théorèm de limite centrale pour une chaine de Markov récurrente Harris positive. Ann. Inst. H. Poincaré. Ser. B 14:425-440.
    • (1978) Ann. Inst. H. Poincaré. Ser. B , vol.14 , pp. 425-440
    • Maigret, N.1
  • 26
    • 0000600488 scopus 로고
    • Limit theorems for Markov renewal processes
    • Pyke, R., Schaufele, R. (1964). Limit theorems for Markov renewal processes. Ann. Math. Statist. 35:1746-1764.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 1746-1764
    • Pyke, R.1    Schaufele, R.2
  • 28
    • 0007672310 scopus 로고
    • Insensitivity of steady-state distributions of generalized semi-Markov processes with speeds
    • Schassberger, R. (1978). Insensitivity of steady-state distributions of generalized semi-Markov processes with speeds. Adv. Appl. Probab. 10:836-851.
    • (1978) Adv. Appl. Probab. , vol.10 , pp. 836-851
    • Schassberger, R.1
  • 29
    • 0016487240 scopus 로고
    • Functional limit theorems for stochastic processes based on embedded processes
    • Serfozo, R. F. (1975). Functional limit theorems for stochastic processes based on embedded processes. Adv. Appl. Probab. 7:123-139.
    • (1975) Adv. Appl. Probab. , vol.7 , pp. 123-139
    • Serfozo, R.F.1
  • 31
    • 0019084240 scopus 로고
    • Continuity of generalized semi-Markov processes
    • Whitt, W. (1980). Continuity of generalized semi-Markov processes. Math. Oper. Res. 5:494-501.
    • (1980) Math. Oper. Res. , vol.5 , pp. 494-501
    • Whitt, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.