Asymptotic properties of hybrid random processes modulated by Markov chains

DOI10.1016/J.NA.2009.02.003MaRDI QIDQ419985zbMATH OpenOpenAlexFDO

Authors Son Luu Nguyen, G. Yin

Publication date 20 May 2012

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2009.02.003

zbMATH Keywords

Markov chainweak convergencestrong approximationmixing sequence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cited in

(1)

• Asymptotic properties of Markov-modulated random sequences with fast and slow timescales

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