Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching

DOI10.1080/07362994.2011.598780zbMath1236.60086arXiv0910.3769MaRDI QIDQ3094220

Vladimir S. Korolyuk, Nikolaos Limnios, Igor V. Samoilenko

Publication date: 21 October 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3769

zbMATH Keywords

weak convergence; semi-Markov process; impulsive recurrent process; Poisson approximation condition

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

60K15: Markov renewal processes, semi-Markov processes

60K37: Processes in random environments

60B10: Convergence of probability measures

60F17: Functional limit theorems; invariance principles

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