Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures

DOI10.1007/BF02742073zbMath0921.60079MaRDI QIDQ1280949

A. V. Naidenova, Vladimir V. Anisimov

Publication date: 21 September 1999

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

diffusion approximationswitching process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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• Random evolutions with underlying semi-Markov processes
• Random evolutions: A survey of results and problems
• Switching processes: Averaging principle, diffusion approximation and applications
• Convergence of recursive procedures with a random response time
• Applications of limit theorems for switching processes

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