Poisson approximation of processes with locally independent increments and Markov switching

Limnios, N.; Samoilenko, I.

doi:10.1090/S0094-9000-2015-00939-X

Poisson approximation of processes with locally independent increments and Markov switching

Authors: N. Limnios and I. V. Samoilenko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 89 (2013).
Journal: Theor. Probability and Math. Statist. 89 (2014), 115-126
MSC (2010): Primary 60J55, 60B10, 60F17, 60K10; Secondary 60G46, 60G60
DOI: https://doi.org/10.1090/S0094-9000-2015-00939-X
Published electronically: January 26, 2015
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Abstract: The weak convergence of additive functionals is studied for stochastic processes with locally independent increments and with Markov switching in the scheme of Poisson approximation. The singular perturbation problem for the generator of a Markov process is used to prove the relative compactness.

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