Stochastic systems arising from Markov modulated empirical measures

DOI10.1007/S11424-016-5248-4zbMATH Open1380.93242OpenAlexW2563906682MaRDI QIDQ1697658FDOQ1697658

Authors: Gang Yin, Trang Bui 

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-016-5248-4

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zbMATH Keywords

weak convergenceregime-switching modelmulti-scale modelingempirical measureBrownian bridge limit

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete event control/observation systems (93C65) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
• Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph
• Asymptotic properties of Markov-modulated random sequences with fast and slow timescales

Cited In (5)

• Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
• Weak convergence of Markov-modulated random sequences
• Generalized Modulated Random Measures and Their Potentials
• Sequences of random matrices modulated by a discrete-time Markov chain*
• A decoupling principle for Markov-modulated chains

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