Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures
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Publication:1280949
DOI10.1007/BF02742073zbMath0921.60079MaRDI QIDQ1280949
A. V. Naidenova, Vladimir V. Anisimov
Publication date: 21 September 1999
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
60K15: Markov renewal processes, semi-Markov processes
Cites Work
- Random evolutions with underlying semi-Markov processes
- Random evolutions: A survey of results and problems
- Switching processes: Averaging principle, diffusion approximation and applications
- Convergence of recursive procedures with a random response time
- Applications of limit theorems for switching processes
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