Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme (Q1074959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme |
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Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme (English)
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1985
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The paper deals with conditions for the weak convergence in \({\mathcal D}_ E[0,\infty)\) of distributions of processes mentioned in the title. The proof is based on a result obtained by \textit{V. S. Korolyuk} and \textit{T. V. Chmil'} [Limit theorems in a scheme of asymptotic phase enlargement. (Russian) Preprint 84.16, Inst. Math. Acad. Sci. Ukr. SSR (1984)] asserting that the distribution of a certain enlarged semi-Markov process converges weakly to a homogeneous Markov process.
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weak convergence of measures
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scheme of phase enlargement
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weak convergence
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semi-Markov process
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