English

Weak convergence of Markovian random evolution in a multidimensional space

Probability 2011-12-30 v1

Abstract

We study Markovian symmetry and non-symmetry random evolutions in Rn\mathbf{R}^n. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is proved using problems of singular perturbation for the generators of evolutions. Relative compactness in DRn×Θ[0,)\mathbf{D}_{\mathbf{R}^n\times\Theta}[0,\infty) of the families of Markovian random evolutions is also shown.

Keywords

Cite

@article{arxiv.1112.6242,
  title  = {Weak convergence of Markovian random evolution in a multidimensional space},
  author = {Igor V. Samoilenko},
  journal= {arXiv preprint arXiv:1112.6242},
  year   = {2011}
}
R2 v1 2026-06-21T19:57:54.717Z