LEVY APPROXIMATION OF AN IMPULSE RECURRENT PROCESS WITH MARKOV SWITCHING

被引：0
|
作者：
Korolyuk, V. S. [1 ]
Limnios, N. [2 ]
Samoilenko, I. V. [1 ]
机构：
[1] Natl Acad Sci Ukraine, Inst Math, Kiev, Ukraine
[2] Univ Technol Compiegne, Lab Math Appl, Compiegne, France
来源：
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2009年 / 80卷
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中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.
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页码：15 / 22
页数：8
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