Levy Approximation of Impulsive Recurrent Process with Markov Switching
Probability
2009-11-03 v1
Abstract
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.
Cite
@article{arxiv.0911.0168,
title = {Levy Approximation of Impulsive Recurrent Process with Markov Switching},
author = {V. S. Koroliuk and N. Limnios and I. V. Samoilenko},
journal= {arXiv preprint arXiv:0911.0168},
year = {2009}
}