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

dc.contributor.author	Silvestrov, D.S.
dc.contributor.author	Drozdenko, M.O.
dc.date.accessioned	2009-11-11T15:26:55Z
dc.date.available	2009-11-11T15:26:55Z
dc.date.issued	2006
dc.identifier.citation	Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I / D.S. Silvestrov, M.O. Drozdenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 151–186. — Бібліогр.: 62 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4465
dc.description.abstract	Necessary and sufficient conditions for weak convergence of ﬁrst-rareevent times for semi-Markov processes with ﬁnite set of states are obtained. These results are applied to risk processes and give necessary and sufficient conditions for stable approximation of ruin probabilities including the case of diffusion approximation.	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. I	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US