Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit

DOI10.1239/aap/1051201656zbMath1048.60058OpenAlexW2058599354MaRDI QIDQ4449506

G. Badowski, G. George Yin, Qing Zhang

Publication date: 11 February 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1051201656

zbMATH Keywords

aggregationweak convergenceapplicationsoccupation measuretransition matrixmartingale problemrecurrent class

Mathematics Subject Classification ID

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

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