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Central limit theorem for hitting timesof functionals of Markov jump processes
Christian Paroissin, Bernard Ycart
Journal:

ESAIM: Probability and Statistics / Volume 8 / August 2004

Published online by Cambridge University Press:

15 September 2004, pp. 66-75

Print publication:

August 2004
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A sample of i.i.d. continuous time Markov chains beingdefined, the sum over each component of a real function of thestate 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.