The behavior of the generator normalization factor in approximation of random processes

DOI10.1007/s10559-016-9827-0zbMath1350.60073OpenAlexW2314650505MaRDI QIDQ315024

Ya. I. Yeleyko, O. A. Yarova

Publication date: 19 September 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-016-9827-0

zbMATH Keywords

generatorapproximationMarkov processrandom walkindependent incrementsintensity kernel

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99)

Related Items (1)

Differential equations with small stochastic additions under Poisson approximation conditions

Cites Work

• Large deviations for impulsive processes in the scheme of Poisson approximation
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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