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On limit properties of the reward from a Markov replacement process. (English) Zbl 0484.60071


MSC:

60K20 Applications of Markov renewal processes (reliability, queueing networks, etc.)
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60F05 Central limit and other weak theorems

References:

[1] Brown P. M., Eagleson G. K.: Martingale convergence to infinitely divisible laws with finite variences. Trans. Amer. Math. Soc. 162, p. 449. · Zbl 0228.60011 · doi:10.2307/1995763
[2] Kunderová P.: On a mean reward from Markov replacement process with only one isolated class of recurent states. Acta UP Olomucensis, F.R.N. 1979, Tom 55.
[3] Kunderová P.: Kandidátská disertační práce, UK Praha, 1977.
[4] Loève M.: Probability Theory. Princeton. · Zbl 0095.12201
[5] Mandl P.: An identity for Markovian replacement processes. J. Appl. Prob., Vol. 6, No 2, pp. 348-354. · Zbl 0192.55203 · doi:10.2307/3212005
[6] Mandl P.: On the adaptive Control of Finite State Markov Processes. Z. Wahrscheinlichkeitstheorie verw. Geb. 27, 263-276 (1973). · Zbl 0273.60050 · doi:10.1007/BF00532823
[7] Mandl P.: Some applications of martingales in controlled Markov processes. Bulletin of the International Statistical Institute, Vol. 4, 1973, Vienna. · Zbl 0265.60060
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