Poisson approximation of processes with locally independent increments and Markov switching
DOI10.1090/S0094-9000-2015-00939-XzbMath1329.60077MaRDI QIDQ2944757
Igor V. Samoilenko, Nikolaos Limnios
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
weak convergence; singular perturbation; additive functionals; Poisson approximation; semimartingale; piecewise deterministic Markov process; locally independent increments
60G51: Processes with independent increments; Lévy processes
60G60: Random fields
60F05: Central limit and other weak theorems
60G48: Generalizations of martingales
60B10: Convergence of probability measures
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Cites Work
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Random perturbation methods with applications in science and engineering
- Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
- Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes
- Semimartingales and Markov processes
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