Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching

DOI10.1080/07362994.2011.598780zbMath1236.60086arXiv0910.3769OpenAlexW2035231170MaRDI QIDQ3094220

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

Publication date: 21 October 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3769

zbMATH Keywords

weak convergencesemi-Markov processimpulsive recurrent processPoisson approximation condition

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Large deviations for impulsive processes in the scheme of Poisson approximation ⋮ Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model ⋮ On one statistical model of error rate in the stream of packet data transmission through communication channels ⋮ Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Cites Work

• Unnamed Item
• Unnamed Item
• Martingale characterization of limit distributions in the space of functions without discontinuities of second kind
• Random perturbation methods with applications in science and engineering
• Martingale Approach to Limit Theorems for Semi–Markov Processes
• Semimartingales and Markov processes
• An Introduction to Stein's Method
• Poisson Approximation of Increment Processes with Markov Switching

This page was built for publication: Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching