POISSON APPROXIMATION OF PROCESSES WITH LOCALLY INDEPENDENT INCREMENTS WITH MARKOV SWITCHING

被引：0

作者：

Limnios, N. ^{[1
]}

Samoilenko, I. V. ^{[2
]}

机构：

[1] Univ Technol Compiegne, Lab Math Appl, Compiegne, France

[2] Ukrainian Natl Acad Sci, Inst Math, Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2013年 / 89卷

关键词：

Poisson approximation; semimartingale; Markov process; independent increments process; piecewise deterministic Markov process; weak convergence; singular perturbation;

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 additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is investigated. Singular perturbation problem for the generator of Markov process is used to prove the relative compactness.

引用

页码：104 / 114

页数：11

共 19 条

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