Limit behavior of a compound Poisson process with switching between multiple values

DOI10.1007/s10958-021-05579-wzbMath1478.60146OpenAlexW3207716666MaRDI QIDQ2246205

A. N. Borodin

Publication date: 16 November 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-021-05579-w

zbMATH Keywords

Brownian motionMarkov processPoisson processcompound processlimit process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Characteristic functions; other transforms (60E10) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Distributions of functionals of switching diffusions
• Markov processes of infinitely many nonintersecting random walks
• Joint distributions of functionals of the telegraph process and switching diffusions
• Limit behavior of a compound Poisson process with switching
• Limit behavior of a compound Poisson process with switching and dominated summands
• On the convergence of workload in service system to Brownian motion with switching variance

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