Lévy approximation of an impulse recurrent process with Markov switching
Publication:5391406
DOI10.1090/S0094-9000-2010-00791-5zbMath1224.60196arXiv0911.0168MaRDI QIDQ5391406
Igor V. Samoilenko, Vladimir S. Korolyuk, Nikolaos Limnios
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.0168
weak convergencesingular perturbationMarkov processsemimartingalepiecewise deterministic Markov processLévy approximationimpulse recurrent 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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