# Central limit theorem for hitting times of functionals of Markov jump processes

Christian Paroissin; Bernard Ycart

ESAIM: Probability and Statistics (2004)

- Volume: 8, page 66-75
- ISSN: 1292-8100

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topParoissin, Christian, and Ycart, Bernard. "Central limit theorem for hitting times of functionals of Markov jump processes." ESAIM: Probability and Statistics 8 (2004): 66-75. <http://eudml.org/doc/244738>.

@article{Paroissin2004,

abstract = {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.},

author = {Paroissin, Christian, Ycart, Bernard},

journal = {ESAIM: Probability and Statistics},

keywords = {central limit theorem; hitting time; reliability; failure time; Central limit theorem},

language = {eng},

pages = {66-75},

publisher = {EDP-Sciences},

title = {Central limit theorem for hitting times of functionals of Markov jump processes},

url = {http://eudml.org/doc/244738},

volume = {8},

year = {2004},

}

TY - JOUR

AU - Paroissin, Christian

AU - Ycart, Bernard

TI - Central limit theorem for hitting times of functionals of Markov jump processes

JO - ESAIM: Probability and Statistics

PY - 2004

PB - EDP-Sciences

VL - 8

SP - 66

EP - 75

AB - 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.

LA - eng

KW - central limit theorem; hitting time; reliability; failure time; Central limit theorem

UR - http://eudml.org/doc/244738

ER -

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