Volume 8, August 2004
|Page(s)||66 - 75|
|Published online||15 September 2004|
Central limit theorem for hitting times of functionals of Markov jump processes
45 rue des Saints-Pères, 75270 Paris Cedex 06, France; firstname.lastname@example.org.,
Revised: 24 May 2003
Revised: 13 October 2003
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Mathematics Subject Classification: 60F05 / 60J25 / 60K10
Key words: Central limit theorem / hitting time / reliability / failure time.
© EDP Sciences, SMAI, 2004
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.