Abstract:
A sufficient condition of weak convergence of probability measures on the space $D[0,\infty)$ in terms of hitting probabilities is obtained. This condition is applied to prove the convergence of semi-Markov walks to a continuous semi-Markov process.
Citation:
B. P. Harlamov, “On the convergence of semi-Markov walks to a continuous semi-Markov process”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 497–511; Theory Probab. Appl., 21:3 (1977), 482–498
\Bibitem{Har76}
\by B.~P.~Harlamov
\paper On the convergence of semi-Markov walks to a~continuous semi-Markov process
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 3
\pages 497--511
\mathnet{http://mi.mathnet.ru/tvp3395}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=433627}
\zmath{https://zbmath.org/?q=an:0366.60110}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 3
\pages 482--498
\crossref{https://doi.org/10.1137/1121061}
Linking options:
https://www.mathnet.ru/eng/tvp3395
https://www.mathnet.ru/eng/tvp/v21/i3/p497
This publication is cited in the following 8 articles:
Introduction to Stochastic Models, 2010, 343
Boris P. Harlamov, Semi-Markov Models and Applications, 1999, 367
V. A. Romanov, “Conditional functional limit theorems for a randomized walk”, Theory Probab. Appl., 31:4 (1987), 726–729
Jozef L. Teugels, Semi-Markov Models, 1986, 507
B. P. Harlamov, “A criterion of the Markov property for continuous semi-Markov processes”, Theory Probab. Appl., 25:3 (1980), 526–539
R.V Chacon, Benton Jamison, “Processes with state-dependent hitting probabilities and their equivalence under time changes”, Advances in Mathematics, 32:1 (1979), 1
“Summary of Reports Presented at Sessions of The Probability and Statistics Seminar at the Leningrad Section of The Mathematical Institute of the USSR Academy of Sciences, 1977”, Theory Probab. Appl., 23:4 (1979), 829–840
“Summary of reports presented at sessions of the probability and statistics seminar in the Leningrad section of the Mathematical Institute of the USSR Academy of Sciences, 1976”, Theory Probab. Appl., 22:3 (1978), 635–646