Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II

dc.contributor.author	Silvestrov, D.S.
dc.contributor.author	Drozdenko, M.O.
dc.date.accessioned	2009-11-11T15:27:37Z
dc.date.available	2009-11-11T15:27:37Z
dc.date.issued	2006
dc.identifier.citation	Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 187–202. — Бібліогр.: 75 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4466
dc.description.abstract	Necessary and suffcient conditions for weak convergence of ﬁrst-rareevent times for semi-Markov processes, obtained in the ﬁrst part of this paper [66], are applied to counting processes generating by ﬂows of rare events controlled by semi-Markov processes, random geometric sums, and risk processes. In particular, necessary and sufficient conditions for stable approximation of ruin probabilities including the case of diffusion approximation are given.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US