No label defined (Q4258780)

This paper deals with the asymptotic behaviour of switching processes. Switching processes introduced by the author form a special class of random processes with discrete components. A switching process is a two-component process \((x(t),\zeta(t))\), \(t\geq 0\), with values in the space \((X,R^k)\) such that there exists a sequence of moments \(t_1 \leq t_2 \leq \ldots\) for which \(x(t) =x(t_k)\) for all \(t\in[t_k,t_{k+1})\) and the behaviour of the process \(\zeta(t)\) depends on the value \((x(t_k), \zeta(t_k))\). Let \(F_k =\{ \zeta_k(t,x,\alpha), \tau_k(x,\alpha), \beta_k(x,\alpha)\}\), \(t\geq 0\), be mutually independent parametric families. Let \(\zeta_k(t,x,\alpha)\) for any fixed \(k\), \(x\) and \(\alpha\) be a random process from the Skorokhod space \(D_\infty^r\) and let \(\tau_k(x,\alpha)\) and \(\beta_k(x,\alpha)\) be random variables. Let \(\zeta_k(t,x,\alpha)= \zeta_k(\tau_k(x,\alpha),x,\alpha)\), \(t_0 =0\), \(t_{k+1} =t_k +\tau_k(x_k,S_k)\), \(S_{k+1}=S_k + \zeta_k(x_k,S_k)\); \((S_0,x_0)\) be an initial vector independent of \(F_k\). If \(\zeta(t) =S_k +\zeta_k(t-t_k,x_k,S_k)\), \(x(t) =x_k\) for \(t_k \leq t < t_{k+1}\), then the process \((x(t),\zeta(t))\) is the switching process which is considered in this paper. The author introduces the process \(S(t)=S_k,t_k\leq t<t_{k+1}\), and calls it the recurrent process of semi-Markov type (RPSM). The case of ``fast'' switchings is considered. Conditions are found under which the trajectories of the switching process and the corresponding RPSM are asymptotically close. Moreover, the author finds conditions of the uniform closeness on some interval of the trajectory of RPSM to solution of the deterministic differential equation as well as conditions of convergence to the diffusion process of the normed difference between the trajectory and the solution. Results are applied to asymptotic analysis of the behaviour of stochastic dynamic systems. For the entire collection see [Zbl 0896.00028].