Lévy approximation of an impulse recurrent process with Markov switching

DOI10.1090/S0094-9000-2010-00791-5zbMath1224.60196arXiv0911.0168MaRDI QIDQ5391406

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

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0168

zbMATH Keywords

weak convergence; singular perturbation; Markov process; semimartingale; piecewise deterministic Markov process; Lévy approximation; impulse recurrent process

Mathematics Subject Classification ID

60G60: Random fields

60B10: Convergence of probability measures

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60F17: Functional limit theorems; invariance principles

60G46: Martingales and classical analysis

60J55: Local time and additive functionals