Strong Law of Large Numbers for Nonlinear Semi-Markov Reward Processes*
نویسندگان
چکیده
منابع مشابه
Strong Law of Large Numbers and Central Limit Theorems for functionals of inhomogeneous Semi-Markov processes
Abstract: Limit theorems for functionals of classical (homogeneous) Markov renewal and semi-Markov processes have been known for a long time, since the pioneering work of R. Pyke and R. Schaufele (1964). Since then, these processes, as well as their time-inhomogeneous generalizations, have found many applications, for example in finance and insurance. Unfortunately, no limit theorems have been ...
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ژورنال
عنوان ژورنال: Asian Journal of Mathematics & Statistics
سال: 2010
ISSN: 1994-5418
DOI: 10.3923/ajms.2010.310.315