Perturbation approach to scaled type Markov renewal processes with infinite mean

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Pajor-Gyulai, Zsolt; Szász, Domokos;
(2010)
  • Subject: Mathematics - Probability | 60K15 and 60F99 | Mathematics - Dynamical Systems

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary interest here is the asymptotic d... View more
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