Poisson approximation of impulsive recurrent process with semi-Markov switching

DOI10.1080/07362994.2011.598780MaRDI QIDQ3094220zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk, N. Limnios, I. V. Samoĭlenko

Publication date 21 October 2011

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.3769

zbMATH Keywords

impulsive recurrent processPoisson approximation conditionsemi-Markov processweak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Random operators and equations (aspects of stochastic analysis) (60H25) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)

Abstract: In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to prove the relative compactness.

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Cites work

• An Introduction to Stein's Method
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• scientific article; zbMATH DE number 195091 (Why is no real title available?)
• Martingale Approach to Limit Theorems for Semi–Markov Processes
• Martingale characterization of limit distributions in the space of functions without discontinuities of second kind
• Poisson Approximation of Increment Processes with Markov Switching
• Random perturbation methods with applications in science and engineering
• Semimartingales and Markov processes

Cited in

(15)

• Limit behavior of a compound Poisson process with switching and dominated summands
• On one statistical model of error rate in the stream of packet data transmission through communication channels
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• J-convergence of switching processes with rare perturbations to diffusion processes with Poisson type jumps
• Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings
• Lévy approximation of impulsive recurrent process with semi-Markov switching
• Poisson approximation of processes with locally independent increments and Markov switching
• Poisson approximation of processes with locally independent increments with Markov switching
• Convergence of an impulsive storage process with jump switchings
• Large deviations for impulsive processes in the scheme of Poisson approximation
• scientific article; zbMATH DE number 2163516 (Why is no real title available?)
• Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model
• Lévy approximation of an impulse recurrent process with Markov switching
• Poisson Approximation of Increment Processes with Markov Switching
• Nonlinear approximationtion for impulse recurrent process in the scheme of Lévy approximation

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