Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching
Probability
2009-10-21 v1
Abstract
In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to prove the relative compactness.
Keywords
Cite
@article{arxiv.0910.3769,
title = {Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching},
author = {V. S. Koroliuk and N. Limnios and I. V. Samoilenko},
journal= {arXiv preprint arXiv:0910.3769},
year = {2009}
}