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