INTEGRAL LIMIT THEOREMS FOR NONLINEAR BOUNDARY CROSSING TIME FOR MARKOV CHAIN

被引：0

作者：

Ragimov, F. ^{[1
]}

Azizov, F. ^{[2
]}

机构：

[1] Baku State Univ, Dept Appl Math & Cybernet, Baku, Azerbaijan

[2] Azebaijan NAS, Inst Math & Mech, Baku, Azerbaijan

来源：

关键词：

Markov chain; first passage time; integral limit theorem; convergence in distribution;

D O I：

10.1137/S0040585X97985856

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper studies integral limit theorems for nonlinear bound first passage crossing time by a Markov chain dependent on a growing parameter.

引用

页码：172 / 178

页数：7

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