Poisson approximation of processes with locally independent increments and Markov switching

DOI10.1090/S0094-9000-2015-00939-XzbMATH Open1329.60077OpenAlexW2065091050MaRDI QIDQ2944757FDOQ2944757

Authors: N. Limnios, I. V. Samoĭlenko 

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00939-x

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zbMATH Keywords

weak convergencepiecewise deterministic Markov processsemimartingalesingular perturbationadditive functionalsPoisson approximationlocally independent increments

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48) Local time and additive functionals (60J55)

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Cited In (8)

• Poisson Approximation of Increment Processes with Markov Switching
• Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
• Poisson approximation of processes with locally independent increments with Markov switching
• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings
• Title not available (Why is that?)
• Lévy approximation of impulsive recurrent process with semi-Markov switching
• Adapted statistical experiments

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