Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
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Publication:3080996
DOI10.1080/17442500903456886zbMath1232.60023OpenAlexW2127188653MaRDI QIDQ3080996
Publication date: 11 March 2011
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500903456886
Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)
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Sequences of random matrices modulated by a discrete-time Markov chain* ⋮ Stochastic systems arising from Markov modulated empirical measures
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