Stable Type Asymptotics of Stopping Type Functionals
Myroslav Drozdenko
Broschiertes Buch

Stable Type Asymptotics of Stopping Type Functionals

Defined on Trajectories of the Markov Renewal Process

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The book is devoted to the analysis of limit behavior of the normalized stopping type functionals defined on the trajectories of the Markov renewal process. Weak convergence of such functionals is often equivalent to weak convergence of the normalized sums of i.i.d. random variables in the non-triangular-array-mode and therefore corresponding non-concentrated in zero limit processes is of the stable type. In the book under not very restrictive initial assumptions (including assumption of ergodicity of the embedded Markov chain and some quite naturally appearing other assumptions) we describe t...