Poisson Approximation of Increment Processes with Markov Switching

DOI10.1137/S0040585X97981330zbMath1090.60073MaRDI QIDQ5472344

Nikolaos Limnios, Vladimir S. Korolyuk

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceMarkov processcompound Poisson processsemimartingalemerging scheme

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach ⋮ Reliability of Semi-Markov Systems with Asymptotic Merging Phase Space ⋮ Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme ⋮ Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching ⋮ An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter ⋮ B. V. Gnedenko: classic of limit theorems in the theory of probability

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