Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs
英文摘要:
We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。