Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings

MaRDI QIDQ2771524zbMATH OpenFDO

Authors V. S. Korolyuk, N. Limnios

Publication date 17 February 2002

Published in Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka (Search for Journal in Brave)

zbMATH Keywords

additive functionalcharacterizationcompensatorMarkov processpredictable characteristicsemi-Markov processsemimartingale

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Review text

The authors prove a number of weak convergence results for the additive jump functionals with semi-Markov switching in the scheme of Poisson approximation depending on a small parameter.

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Cited in

(1)

• Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space

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