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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 726–742
DOI: https://doi.org/10.4213/tvp191 (Mi tvp191) 		 
This article is cited in 7 scientific papers (total in 7 papers)

Poisson approximation of increment processes with Markov switching

V. S. Korolyuka, N. Limniosb

a National Taras Shevchenko University of Kyiv
b Université de Technologie de Compiégne
Full-text PDF (1282 kB) Citations (7)
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DOI: https://doi.org/10.4213/tvp191
Abstract: In this paper we present weak convergence results for Markov switched increment processes toward a compound Poisson process. The switching Markov process is considered also with an asymptotic split phase space. These results are obtained by a semimartingale approach.
Keywords: increment process, semimartingale, Markov process, weak convergence, compound Poisson process, merging scheme.
Received: 22.12.2000
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 629–644
DOI: https://doi.org/10.1137/S0040585X97981330
Bibliographic databases:
Language: English
Citation: V. S. Korolyuk, N. Limnios, “Poisson approximation of increment processes with Markov switching”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 726–742; Theory Probab. Appl., 49:4 (2005), 629–644
Citation in format AMSBIB
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\paper Poisson approximation of increment processes with
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\pages 726--742
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\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 4
\pages 629--644
\crossref{https://doi.org/10.1137/S0040585X97981330}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000234407500004}
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  • https://www.mathnet.ru/eng/tvp191
  • https://doi.org/10.4213/tvp191
  • https://www.mathnet.ru/eng/tvp/v49/i4/p726
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:73
     
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