Asymptotic distributional theorems are presented for the maximal sojourn duration on a semi-Markov chain and for the first passage time until a lengthy duration. Our analysis characterizes the limiting behavior of the longest "generalized success outcome" on a semi-Markov chain. The models...

We analyze the role of recurrent mutation on the time to formation or detection of particular genotypes in finite populations. The traditional method of approximating Markov chain models by diffusion processes is used. However, the diffusion approximations that arise in this context are governed...

Let (Xi,Ui) be i.i.d., Xi real valued and Ui vector valued, bounded random variables or governed by a finite state Markov chain. Assuming that E[X]<0 and P(X> 0) 0, central limit theorems are derived for [Sigma]iUi on segments conditioned that [Sigma]iXi is increasingly high, going to +[infinity]. While...</0>