Weak convergence of Markov-modulated random sequences
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Cites work
- Aggregation of Variables in Dynamic Systems
- An invariance principle for \(\phi\)-mixing sequences
- Autoregressive conditional heteroskedasticity and changes in regime
- Discrete-Time Markov Chains
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- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3574935 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- Hybrid switching diffusions. Properties and applications
- Hybrid Systems: Computation and Control
- Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
- Mixing: Properties and examples
- Multitime Methods for Systems of Difference Equations
- Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
- Singularly perturbed Markov chains: limit results and applications
- Stochastic Differential Equations with Markovian Switching
- Uniform acceleration expansions for Markov chains with time-varying rates
Cited in
(7)- Stochastic systems arising from Markov modulated empirical measures
- A decoupling principle for Markov-modulated chains
- Weak convergence of Markov-modulated diffusion processes with rapid switching
- Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
- Asymptotic properties of hybrid random processes modulated by Markov chains
- Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain
- Sequences of random matrices modulated by a discrete-time Markov chain*
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