Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.

DOI10.1214/aoap/1019487355zbMath1054.60078OpenAlexW2032309370MaRDI QIDQ1884830

Qing Zhang, G. Badowski, G. George Yin

Publication date: 27 October 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1019487355

zbMATH Keywords

aggregationweak convergenceoccupation measureswitching diffusionsingularly perturbed Markov chain

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)

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