Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
Publication:3077843
zbMath1224.60195arXiv0910.3648MaRDI QIDQ3077843
Nikolaos Limnios, Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 22 February 2011
Full work available at URL: https://arxiv.org/abs/0910.3648
weak convergencesingular perturbationMarkov processPoisson approximationsemimartingalepiecewise deterministic Markov processlocally independent increments process
Random fields (60G60) Convergence of probability measures (60B10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Functional limit theorems; invariance principles (60F17) Martingales and classical analysis (60G46) Local time and additive functionals (60J55)
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