Evolutionary systems in an asymptotic split phase space
Random evolutions (REs) are powerful stochastic models of operator-valued stochastic processes for modelling real systems. Many of stochastic models can be described as particular cases of a RE [see \textit{V. S. Korolyuk} and \textit{A. V. Swishchuk}, ``Evolution of systems in random media (Boca Raton, Fl, USA, 1995)]. In the investigation of real systems, two problems usually arise. The first one is due to the high dimensionality of the phase space. The second one concerns the fact that the local characteristics of the systems are not fixed but they depend upon random factors. In the first case, in order to be able to give analytical or numerical tractable models, the phase space has to be reduced (simplified). In the second case, the random changes of local characteristics by a stochastic process are described, called a switching process. In this paper, stochastic evolutionary systems described by processes with locally independent increments are considered with Markov switchings in a split state space having a stoppage state. The average and diffusion approximation limit theorems are established. The applications of limit theorems in maintenance and reliability problems are described. The underlying mathematical tools are based on the theory of singular perturbed reducible-invertible operators and on the martingale characterization of Markov processes. For the entire collection see [Zbl 0944.00026].
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