Communication Network Theory

Variances and Covariances of Statistical Estimates of the Characteristics of Semi-Markov Systems with a Finite Set of States

E. I. Shkol'nyi


Abstract: The author proves the central limit theorem for the vector of statistical estimates of a semi-Markov process with a finite set of states. The estimates are in the form of ratios of accumulation processes. Formulas are obtained for the covariances of the estimates in the form of functions of one-step random variables of a semi-Markov process in the general case and in particular cases.

UDC: 621.395.74:519.2

Received: 16.01.1984

 English version: Problems of Information Transmission, 1986, 22:1, 67–76

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