Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes
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🧮 math.PR
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convergenceprocessesconditionsfirst-rare-eventnecessaryperturbedsemi-markovsufficient
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Necessary and sufficient conditions for convergence in distribution of first-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturbed semi-Markov processes with finite phase space are obtained.
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