The behavior of the generator normalization factor in approximation of random processes
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Publication:315024
DOI10.1007/s10559-016-9827-0zbMath1350.60073OpenAlexW2314650505MaRDI QIDQ315024
Publication date: 19 September 2016
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-016-9827-0
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99)
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