Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
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Publication:3077843
zbMath1224.60195arXiv0910.3648MaRDI QIDQ3077843
Nikolaos Limnios, Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 22 February 2011
Full work available at URL: https://arxiv.org/abs/0910.3648
weak convergence; singular perturbation; Markov process; Poisson approximation; semimartingale; piecewise deterministic Markov process; locally independent increments process
60G60: Random fields
60B10: Convergence of probability measures
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60F17: Functional limit theorems; invariance principles
60G46: Martingales and classical analysis
60J55: Local time and additive functionals
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