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arXiv · 0910.3769

Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching

V. S. Koroliuk·N. Limnios·I. V. Samoilenko
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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.

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V. S. Koroliuk, N. Limnios, I. V. Samoilenko. 2009-10-20. Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching. https://arxiv.org/abs/0910.3769

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