Weak convergence of Markov-modulated random sequences

DOI10.1080/17442501003624423zbMath1219.60025MaRDI QIDQ3080998

Son Luu Nguyen, G. George Yin

Publication date: 11 March 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442501003624423

zbMATH Keywords

weak convergence; Markov chain

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

Related Items

Weak convergence of Markov-modulated diffusion processes with rapid switching

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