半Markov切换脉冲常返过程的Levy逼近
Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching
摘要:
本文证明了半马氏切换脉冲递归过程在Levy逼近格式下的弱收敛性。利用扩展马尔可夫更新过程的补偿算子的奇异扰动问题证明了其相对紧性。
英文摘要:
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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