Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506): Difference between revisions

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Revision as of 00:55, 20 March 2024

scientific article; zbMATH DE number 2040282
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Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
scientific article; zbMATH DE number 2040282

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    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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