Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Document identifier: oai:DiVA.org:ltu-7667
Access full text here:10.1007/BF00994260
Keyword: Natural Sciences, Mathematics, Mathematical Analysis, Naturvetenskap, Matematik, Matematisk analys
Publication year: 1994
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Abstract:

This is a survey of work by Silvestrov and Pezinska on coupling Markov renewal processes yielding detailed error bounds (and thus uniform rates of convergence) in a semi-Markov key renewal theorem and in a total variation limit theorem for a class of processes with so-called semi-Markov switchings, including as a special case processes regenerative in the classical sense.

Authors

Dimitrii S. Silvestrov

Luleå tekniska universitet
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