Poisson Approximation of Processes with Locally Independent Increments with Markov Switching

zbMath1224.60195arXiv0910.3648MaRDI QIDQ3077843

Nikolaos Limnios, Igor V. Samoilenko, Vladimir S. Korolyuk

Publication date: 22 February 2011

Full work available at URL: https://arxiv.org/abs/0910.3648

zbMATH Keywords

weak convergencesingular perturbationMarkov processPoisson approximationsemimartingalepiecewise deterministic Markov processlocally independent increments process

Mathematics Subject Classification ID

Random fields (60G60) Convergence of probability measures (60B10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Functional limit theorems; invariance principles (60F17) Martingales and classical analysis (60G46) Local time and additive functionals (60J55)

Related Items (4)

Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes ⋮ Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach ⋮ Poisson approximation of processes with locally independent increments and Markov switching ⋮ Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation

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