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Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
Central limit theorem Discrete-event stochastic systems Generalized semi-Markov processes
2015/7/6
Because of the fundamental role played by generalized semi-Markov processes (GSMPs) in the modeling and analysis of complex discrete-event stochastic systems, it is important to understand the conditi...
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...