Weak convergence of Markov-modulated random sequences
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Publication:3080998
DOI10.1080/17442501003624423zbMath1219.60025OpenAlexW2046382029MaRDI QIDQ3080998
Publication date: 11 March 2011
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442501003624423
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)
Related Items (2)
Sequences of random matrices modulated by a discrete-time Markov chain* ⋮ Weak convergence of Markov-modulated diffusion processes with rapid switching
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