Compound Poisson Approximation with Drift for Stochastic Additive Functionals with Markov and Semi-Markov Switching
Анотація
We present Poisson,approximation results for additive functionals switched by Markov and semi-Markov processes. The weak convergence results are obtained via semimartingale representations of additive functionals and the convergence of generators for Markov processes and of compensative operator of the extended Markov renewal processes. This is a review paper of our previous results given in [Korolyuk, 2002; Korolyuk, 2002A].
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