Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506): Difference between revisions
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scientific article; zbMATH DE number 2040282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit |
scientific article; zbMATH DE number 2040282 |
Statements
Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (English)
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11 February 2004
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transition matrix
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recurrent class
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aggregation
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occupation measure
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martingale problem
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weak convergence
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applications
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