A Diffusion Approximation for Markov Renewal Processes
نویسندگان
چکیده
منابع مشابه
A Diffusion Approximation for Markov Renewal Processes
For a Markov renewal process where the time parameter is discrete, we present a novel method for calculating the asymptotic variance. Our approach is based on the key renewal theorem and is applicable even when the state space of the Markov chain is countably infinite.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2007
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200117887