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Asymptotic properties of Markov-modulated random sequences with fast and slow timescales - MaRDI portal

Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (Q3080996)

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Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
scientific article

    Statements

    title
    Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (English)
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    author
    Son Luu Nguyen
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    G. George Yin
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    published in
    Stochastics
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    publication date
    11 March 2011
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    zbMATH Keywords
    two timescales
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    mixing sequence
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    strong approximation
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    Markov chain
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    Identifiers

    Mathematics Subject Classification ID
    60F15
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    60F17
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    60J10
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    zbMATH DE Number
    5864982
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    OpenAlex ID
    W2127188653
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