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Compensating Operator and Weak Convergence of Semi‐Markov Process to the Diffusion Process without Balance Condition

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  • Igor V. Malyk

Abstract

Weak convergence of semi‐Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi‐Markov process.

Suggested Citation

  • Igor V. Malyk, 2015. "Compensating Operator and Weak Convergence of Semi‐Markov Process to the Diffusion Process without Balance Condition," Journal of Applied Mathematics, John Wiley & Sons, vol. 2015(1).
    • Handle: RePEc:wly:jnljam:v:2015:y:2015:i:1:n:563060
    DOI: 10.1155/2015/563060
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    1. Helmut Pruscha, 2013. "Statistical Analysis of Climate Series," Springer Books, Springer, edition 127, number 978-3-642-32084-2, October.
    2. Dirk P. Kroese & Joshua C.C. Chan, 2014. "Statistical Modeling and Computation," Springer Books, Springer, edition 127, number 978-1-4614-8775-3, October.
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