Poisson approximation of processes with locally independent increments and Markov switching

DOI10.1090/S0094-9000-2015-00939-XzbMath1329.60077OpenAlexW2065091050MaRDI QIDQ2944757

Igor V. Samoilenko, Nikolaos Limnios

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00939-x

zbMATH Keywords

weak convergencesingular perturbationadditive functionalsPoisson approximationsemimartingalepiecewise deterministic Markov processlocally independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Adapted statistical experiments

Cites Work

• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Random perturbation methods with applications in science and engineering
• Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
• Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes
• Semimartingales and Markov processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Poisson approximation of processes with locally independent increments and Markov switching