Levy Approximation of Impulsive Recurrent Process with Markov Switching - Mathematics > ProbabilityReport as inadecuate




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Abstract: In this paper, the weak convergence of impulsive recurrent process withMarkov switching in the scheme of Levy approximation is proved. For therelative compactness, a method proposed by R. Liptser for semimartingales isused with a modification, where we apply a solution of a singular perturbationproblem instead of an ergodic theorem.



Author: V.S. Koroliuk, N. Limnios, I.V. Samoilenko

Source: https://arxiv.org/







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