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arxiv: 0910.3769 · v1 · submitted 2009-10-20 · 🧮 math.PR

Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching

classification 🧮 math.PR
keywords processapproximationimpulsivelevyrecurrentsemi-markovswitchingcompactness
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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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