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

关键词：

D O I：

暂无

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.

引用

页码：15 / 22

页数：8

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