Submartingale Condition for Weak Convergence for Semi-Markov Processes

This article likely presents a mathematical analysis related to the convergence properties of Semi-Markov processes. The focus is on establishing conditions, specifically using the concept of submartingales, that guarantee weak convergence. This suggests a theoretical contribution to the field of stochastic processes and potentially has implications for modeling and simulation of systems with state-dependent holding times.

• •Focuses on the weak convergence of Semi-Markov processes.
• •Utilizes the submartingale condition as a key concept.
• •Likely a theoretical contribution to stochastic processes.
• •Published on ArXiv, indicating it's a research paper.